+737.9%
BE vs EXC
+105.0%
+632.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +0.2% | +12.8% | +12.9% |
| 7D | +4.5% | -1.4% | +5.9% | +5.3% |
| 30D | -20.1% | +8.3% | -28.4% | -24.6% |
| 3M | -0.8% | +2.6% | -3.4% | -3.1% |
| 6M | -26.2% | +5.2% | -31.4% | -30.5% |
| YTD | +141.1% | +7.5% | +133.5% | +119.7% |
| 1Y | +64.8% | +3.2% | +61.7% | +54.6% |
| 3Y | +1,887.4% | +29.5% | +1,857.8% | +1,409.7% |
| 5Y | +518.1% | +39.7% | +478.4% | +338.8% |
| All | +737.9% | +105.0% | +632.9% | +555.5% |
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