+977.1%
BE vs T
+87.4%
+889.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -2.3% |
| 7D | +23.9% | -3.1% | +27.0% | +25.2% |
| 30D | +27.8% | +4.6% | +23.3% | +25.7% |
| 3M | +3.7% | +12.2% | -8.5% | -2.8% |
| 6M | +78.0% | -6.5% | +84.4% | +79.9% |
| YTD | +209.9% | +4.9% | +205.0% | +192.4% |
| 1Y | +389.6% | -10.5% | +400.1% | +399.5% |
| 3Y | +1,730.6% | +104.6% | +1,626.0% | +1,001.5% |
| 5Y | +1,227.8% | +64.2% | +1,163.6% | +795.1% |
| All | +977.1% | +87.4% | +889.7% | +488.6% |
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