+2,731.2%
BE vs TE
-53.2%
+2,784.4%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.7% | +2.7% | -2.3% |
| 7D | +9.7% | +0.9% | +8.9% | +9.6% |
| 30D | +22.4% | -16.3% | +38.7% | +27.2% |
| 3M | +10.4% | -40.8% | +51.1% | +25.1% |
| 6M | +67.9% | -42.6% | +110.5% | +83.1% |
| YTD | +197.5% | -31.4% | +228.9% | +209.2% |
| 1Y | +310.6% | +144.9% | +165.6% | +195.8% |
| 3Y | +1,657.2% | -26.0% | +1,683.2% | +1,407.9% |
| 5Y | +1,218.2% | -48.5% | +1,266.6% | +1,133.4% |
| All | +2,731.2% | -53.2% | +2,784.4% | +2,951.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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