+39.3%
BE vs S
+38.4%
+0.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +8.0% | +3.9% | +11.5% |
| 7D | -1.2% | +1.6% | -2.8% | -1.3% |
| 30D | -30.9% | -10.5% | -20.4% | -31.5% |
| 3M | -11.6% | +9.9% | -21.5% | -9.9% |
| 6M | -25.7% | +41.8% | -67.5% | -23.4% |
| YTD | +123.1% | +56.8% | +66.3% | +133.9% |
| All | +39.3% | +38.4% | +0.9% | +53.3% |
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