+1,709.5%
BE vs EXC
+31.9%
+1,677.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.4% | -6.3% | -4.9% |
| 7D | +10.8% | +1.4% | +9.4% | +10.9% |
| 30D | -19.8% | +8.6% | -28.4% | -19.9% |
| 3M | -18.7% | +2.4% | -21.1% | -18.8% |
| 6M | -33.7% | +6.5% | -40.2% | -34.8% |
| YTD | +121.0% | +9.0% | +111.9% | +113.8% |
| 1Y | +85.4% | +4.6% | +80.8% | +82.5% |
| 3Y | +1,709.5% | +33.5% | +1,676.0% | +1,252.2% |
| All | +1,709.5% | +31.9% | +1,677.7% | +1,252.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling