+641.7%
BE vs V
+220.0%
+421.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.7% | -4.7% |
| 7D | -13.4% | +0.8% | -14.2% | -13.9% |
| 30D | -33.9% | +9.9% | -43.8% | -39.9% |
| 3M | -12.0% | +17.5% | -29.5% | -25.7% |
| 6M | -29.0% | +33.5% | -62.4% | -48.8% |
| YTD | +113.4% | +21.6% | +91.8% | +67.2% |
| 1Y | +33.2% | +27.6% | +5.6% | -0.7% |
| 3Y | +1,659.2% | +76.4% | +1,582.8% | +800.2% |
| 5Y | +461.4% | +103.8% | +357.5% | +145.8% |
| All | +641.7% | +220.0% | +421.7% | +115.3% |
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