+675.5%
BE vs V
+218.8%
+456.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.1% | +12.0% | +12.0% |
| 7D | -1.2% | -0.8% | -0.4% | -0.5% |
| 30D | -30.9% | +9.5% | -40.4% | -36.9% |
| 3M | -11.6% | +16.7% | -28.3% | -24.9% |
| 6M | -25.7% | +32.9% | -58.7% | -46.2% |
| YTD | +123.1% | +21.1% | +102.0% | +75.5% |
| 1Y | +43.4% | +26.6% | +16.8% | +7.7% |
| 3Y | +1,683.6% | +78.4% | +1,605.3% | +800.6% |
| 5Y | +465.4% | +105.5% | +359.9% | +145.0% |
| All | +675.5% | +218.8% | +456.7% | +126.0% |
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