+641.7%
BE vs T
+65.4%
+576.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -5.0% | -4.6% |
| 7D | -13.4% | +2.6% | -15.9% | -14.1% |
| 30D | -33.9% | -1.1% | -32.8% | -34.0% |
| 3M | -12.0% | -7.7% | -4.2% | -10.8% |
| 6M | -29.0% | -10.6% | -18.3% | -28.1% |
| YTD | +113.4% | -7.5% | +120.9% | +107.6% |
| 1Y | +33.2% | -7.4% | +40.6% | +28.9% |
| 3Y | +1,659.2% | +63.1% | +1,596.1% | +1,063.3% |
| 5Y | +461.4% | +55.2% | +406.2% | +271.4% |
| All | +641.7% | +65.4% | +576.3% | +317.9% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 10y: compounded portfolio wealth divided by compounded T 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…
10y analysis · Full analysis span regression · 6 months rolling