+33.2%
BE vs S
+37.8%
-4.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.3% |
| 7D | -13.4% | +1.4% | -14.7% | -13.5% |
| 30D | -33.9% | -10.8% | -23.1% | -34.5% |
| 3M | -12.0% | +5.4% | -17.4% | -10.4% |
| 6M | -29.0% | +41.2% | -70.2% | -26.7% |
| YTD | +113.4% | +56.2% | +57.2% | +123.7% |
| 1Y | +33.2% | +36.3% | -3.1% | +46.6% |
| All | +33.2% | +37.8% | -4.6% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded S wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling