+841.1%
BE vs S
-56.8%
+897.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.4% | +6.9% | +7.2% |
| 7D | +20.0% | -7.7% | +27.7% | +23.1% |
| 30D | +7.9% | -5.3% | +13.2% | +8.6% |
| 3M | -13.2% | +20.3% | -33.5% | -20.9% |
| 6M | +53.5% | +47.4% | +6.1% | +26.2% |
| YTD | +191.0% | +32.5% | +158.5% | +146.6% |
| 1Y | +360.5% | +9.5% | +351.0% | +318.7% |
| 3Y | +1,568.0% | +15.5% | +1,552.5% | +1,283.9% |
| 5Y | +1,055.2% | -71.2% | +1,126.4% | +1,274.6% |
| All | +841.1% | -56.8% | +897.9% | +962.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling