+675.5%
BE vs EXC
+105.2%
+570.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.1% | +11.8% | +11.9% |
| 7D | -1.2% | -1.7% | +0.5% | -0.5% |
| 30D | -30.9% | +9.3% | -40.2% | -35.2% |
| 3M | -11.6% | +1.0% | -12.6% | -12.8% |
| 6M | -25.7% | +5.9% | -31.7% | -30.4% |
| YTD | +123.1% | +7.6% | +115.5% | +103.2% |
| 1Y | +43.4% | +2.4% | +41.0% | +35.2% |
| 3Y | +1,683.6% | +30.2% | +1,653.4% | +1,248.9% |
| 5Y | +465.4% | +41.4% | +424.1% | +297.6% |
| All | +675.5% | +105.2% | +570.3% | +506.3% |
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