+1,076.1%
BE vs S
-71.4%
+1,147.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.4% | +6.9% | +7.2% |
| 7D | +20.0% | -7.7% | +27.7% | +23.2% |
| 30D | +7.9% | -5.3% | +13.2% | +8.7% |
| 3M | -13.2% | +20.3% | -33.5% | -21.2% |
| 6M | +53.5% | +47.4% | +6.1% | +25.1% |
| YTD | +191.0% | +32.5% | +158.5% | +144.7% |
| 1Y | +360.5% | +9.5% | +351.0% | +316.8% |
| 3Y | +1,568.0% | +15.5% | +1,552.5% | +1,266.0% |
| All | +1,076.1% | -71.4% | +1,147.5% | +1,379.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling