+905.5%
BE vs U
-31.3%
+936.8%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.5% | -2.1% | +1.4% |
| 7D | -14.7% | +36.6% | -51.3% | -25.2% |
| 30D | -40.5% | +13.3% | -53.8% | -44.0% |
| 3M | -24.3% | +26.2% | -50.5% | -31.9% |
| 6M | -39.3% | +88.7% | -128.1% | -53.8% |
| YTD | +99.4% | +16.6% | +82.8% | +71.3% |
| 1Y | +26.6% | +29.0% | -2.4% | +5.2% |
| 3Y | +1,616.9% | +99.5% | +1,517.5% | +934.5% |
| 5Y | +441.4% | -66.1% | +507.5% | +525.1% |
| All | +905.5% | -31.3% | +936.8% | +774.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling