+1,227.8%
BE vs TE
-43.0%
+1,270.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.0% | +0.1% | -2.1% |
| 7D | +23.9% | +15.0% | +8.9% | +19.8% |
| 30D | +27.8% | -7.5% | +35.4% | +29.5% |
| 3M | +3.7% | -42.0% | +45.7% | +18.1% |
| 6M | +78.0% | -31.4% | +109.4% | +85.5% |
| YTD | +209.9% | -26.5% | +236.4% | +216.7% |
| 1Y | +389.6% | +153.1% | +236.5% | +250.3% |
| 3Y | +1,730.6% | -20.7% | +1,751.3% | +1,509.3% |
| 5Y | +1,227.8% | -45.4% | +1,273.3% | +1,038.7% |
| All | +1,227.8% | -43.0% | +1,270.9% | +1,038.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling