+1,580.2%
BE vs EXC
+21.5%
+1,558.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.1% | +8.4% | +7.5% |
| 7D | +20.0% | +0.3% | +19.7% | +19.9% |
| 30D | +7.9% | -3.7% | +11.6% | +8.4% |
| 3M | -13.2% | -1.3% | -11.9% | -14.4% |
| 6M | +53.5% | -9.7% | +63.2% | +55.2% |
| YTD | +191.0% | +2.9% | +188.1% | +179.7% |
| 1Y | +360.5% | +4.4% | +356.1% | +337.6% |
| All | +1,580.2% | +21.5% | +1,558.7% | +1,213.4% |
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