+387.2%
BE vs T
+52.3%
+334.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.9% | +4.3% | +3.4% |
| 7D | -14.7% | +1.0% | -15.8% | -14.8% |
| 30D | -40.5% | -10.6% | -29.9% | -40.3% |
| 3M | -24.3% | -7.7% | -16.6% | -24.3% |
| 6M | -39.3% | -13.3% | -26.0% | -38.3% |
| YTD | +99.4% | -8.8% | +108.1% | +96.4% |
| 1Y | +26.6% | -8.4% | +35.0% | +24.1% |
| 3Y | +1,616.9% | +59.6% | +1,557.3% | +1,165.6% |
| All | +387.2% | +52.3% | +334.8% | +275.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling