+1,008.9%
BE vs EXC
+97.5%
+911.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.7% | +8.9% | +9.2% |
| 7D | +29.8% | +1.2% | +28.5% | +28.8% |
| 30D | +26.4% | -2.7% | +29.1% | +28.7% |
| 3M | +9.3% | -1.0% | +10.3% | +7.9% |
| 6M | +105.1% | -9.3% | +114.3% | +113.8% |
| YTD | +219.0% | +3.6% | +215.4% | +199.9% |
| 1Y | +418.8% | +5.9% | +412.8% | +377.0% |
| 3Y | +1,784.6% | +21.3% | +1,763.3% | +1,414.8% |
| 5Y | +1,251.0% | +46.2% | +1,204.8% | +826.1% |
| All | +1,008.9% | +97.5% | +911.3% | +794.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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