-39.3%
BE vs U
+89.8%
-129.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.5% | -2.1% | +2.9% |
| 7D | -14.7% | +36.6% | -51.3% | -19.3% |
| 30D | -40.5% | +13.3% | -53.8% | -40.8% |
| 3M | -24.3% | +26.2% | -50.5% | -26.3% |
| 6M | -39.3% | +88.7% | -128.1% | -41.6% |
| All | -39.3% | +89.8% | -129.1% | -41.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling