+675.5%
BE vs T
+64.3%
+611.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.8% | +11.1% | +11.7% |
| 7D | -1.2% | +1.7% | -2.9% | -1.7% |
| 30D | -30.9% | -1.7% | -29.2% | -30.8% |
| 3M | -11.6% | -7.3% | -4.3% | -10.6% |
| 6M | -25.7% | -11.2% | -14.5% | -24.7% |
| YTD | +123.1% | -8.1% | +131.2% | +117.5% |
| 1Y | +43.4% | -8.0% | +51.4% | +39.1% |
| 3Y | +1,683.6% | +62.1% | +1,621.5% | +1,081.3% |
| 5Y | +465.4% | +55.7% | +409.7% | +272.1% |
| All | +675.5% | +64.3% | +611.2% | +337.8% |
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