+668.0%
BE vs V
+222.1%
+445.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.3% | -6.2% | -6.1% |
| 7D | +10.8% | +0.9% | +9.9% | +9.9% |
| 30D | -19.8% | +9.0% | -28.8% | -26.4% |
| 3M | -18.7% | +16.7% | -35.4% | -30.9% |
| 6M | -33.7% | +33.4% | -67.2% | -52.2% |
| YTD | +121.0% | +22.4% | +98.6% | +72.1% |
| 1Y | +85.4% | +27.7% | +57.7% | +38.2% |
| 3Y | +1,709.5% | +78.0% | +1,631.5% | +818.1% |
| 5Y | +462.2% | +108.5% | +353.7% | +140.6% |
| All | +668.0% | +222.1% | +445.8% | +121.6% |
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