+1,367.6%
BE vs U
-44.5%
+1,412.1%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.0% | +8.4% | +7.7% |
| 7D | +20.0% | -3.8% | +23.8% | +21.7% |
| 30D | +7.9% | +17.5% | -9.5% | +0.6% |
| 3M | -13.2% | +38.7% | -51.9% | -24.2% |
| 6M | +53.5% | +104.4% | -51.0% | +13.8% |
| YTD | +191.0% | -5.7% | +196.7% | +174.6% |
| 1Y | +360.5% | +3.7% | +356.8% | +313.6% |
| 3Y | +1,568.0% | +12.3% | +1,555.7% | +1,198.9% |
| 5Y | +1,055.2% | -68.8% | +1,124.0% | +1,270.4% |
| All | +1,367.6% | -44.5% | +1,412.1% | +1,301.3% |
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