+1,008.9%
BE vs V
+178.4%
+830.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.7% | +11.3% | +11.3% |
| 7D | +29.8% | -1.1% | +30.8% | +30.8% |
| 30D | +26.4% | +1.9% | +24.5% | +23.2% |
| 3M | +9.3% | +15.5% | -6.2% | -8.3% |
| 6M | +105.1% | +16.6% | +88.4% | +70.5% |
| YTD | +219.0% | +5.7% | +213.3% | +187.9% |
| 1Y | +418.8% | +8.6% | +410.2% | +353.6% |
| 3Y | +1,784.6% | +52.5% | +1,732.1% | +1,016.3% |
| 5Y | +1,251.0% | +67.1% | +1,183.8% | +623.6% |
| All | +1,008.9% | +178.4% | +830.5% | +270.8% |
Cumulative growth
Daily Returns
Daily percentage return beside V.
Daily Out/Under-Performance
Portfolio return minus V return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × V 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 V 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