+976.1%
BE vs U
-32.9%
+1,009.0%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.2% | -3.6% |
| 7D | -13.4% | +24.4% | -37.7% | -21.3% |
| 30D | -33.9% | +7.4% | -41.3% | -36.6% |
| 3M | -12.0% | +16.8% | -28.8% | -18.4% |
| 6M | -29.0% | +78.8% | -107.7% | -44.9% |
| YTD | +113.4% | +14.0% | +99.4% | +84.9% |
| 1Y | +33.2% | +16.7% | +16.5% | +15.1% |
| 3Y | +1,659.2% | +86.4% | +1,572.8% | +996.4% |
| 5Y | +461.4% | -71.5% | +532.8% | +607.2% |
| All | +976.1% | -32.9% | +1,009.0% | +843.4% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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