+668.0%
BE vs T
+67.2%
+600.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | +10.8% | +2.5% | +8.3% | +10.1% |
| 30D | -19.8% | -3.8% | -16.0% | -19.0% |
| 3M | -18.7% | -8.7% | -10.0% | -17.2% |
| 6M | -33.7% | -8.1% | -25.6% | -33.6% |
| YTD | +121.0% | -6.4% | +127.4% | +114.3% |
| 1Y | +85.4% | -9.8% | +95.2% | +82.8% |
| 3Y | +1,709.5% | +65.5% | +1,644.0% | +1,090.4% |
| 5Y | +462.2% | +57.0% | +405.2% | +270.9% |
| All | +668.0% | +67.2% | +600.8% | +331.5% |
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