+85.4%
BE vs S
+30.9%
+54.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.9% |
| 7D | +10.8% | +2.0% | +8.8% | +10.9% |
| 30D | -19.8% | -2.7% | -17.1% | -19.3% |
| 3M | -18.7% | -6.9% | -11.8% | -17.2% |
| 6M | -33.7% | +38.1% | -71.8% | -30.2% |
| YTD | +121.0% | +48.0% | +73.0% | +137.5% |
| 1Y | +85.4% | +34.5% | +50.9% | +100.1% |
| All | +85.4% | +30.9% | +54.5% | +100.1% |
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