+911.5%
BE vs T
+91.4%
+820.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.9% | +9.3% | +8.0% |
| 7D | +20.0% | -1.3% | +21.2% | +20.5% |
| 30D | +7.9% | +11.4% | -3.4% | +3.7% |
| 3M | -13.2% | +14.3% | -27.5% | -19.1% |
| 6M | +53.5% | -9.3% | +62.7% | +57.7% |
| YTD | +191.0% | +7.1% | +183.9% | +172.7% |
| 1Y | +360.5% | -9.1% | +369.6% | +368.3% |
| 3Y | +1,568.0% | +105.3% | +1,462.7% | +907.3% |
| 5Y | +1,055.2% | +66.8% | +988.4% | +676.0% |
| All | +911.5% | +91.4% | +820.1% | +448.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling