+1,076.1%
BE vs T
+67.4%
+1,008.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.9% | +9.3% | +7.5% |
| 7D | +20.0% | -1.3% | +21.2% | +20.1% |
| 30D | +7.9% | +11.4% | -3.4% | +6.9% |
| 3M | -13.2% | +14.3% | -27.5% | -14.9% |
| 6M | +53.5% | -9.3% | +62.7% | +59.0% |
| YTD | +191.0% | +7.1% | +183.9% | +184.4% |
| 1Y | +360.5% | -9.1% | +369.6% | +377.5% |
| 3Y | +1,568.0% | +105.3% | +1,462.7% | +1,066.7% |
| All | +1,076.1% | +67.4% | +1,008.8% | +860.7% |
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