+1,616.9%
BE vs EXC
+26.3%
+1,590.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.0% | +5.4% | +3.3% |
| 7D | -14.7% | -1.2% | -13.6% | -14.8% |
| 30D | -40.5% | +10.0% | -50.5% | -40.7% |
| 3M | -24.3% | +1.6% | -26.0% | -24.4% |
| 6M | -39.3% | +3.3% | -42.6% | -40.1% |
| YTD | +99.4% | +7.6% | +91.8% | +93.0% |
| 1Y | +26.6% | +3.5% | +23.1% | +24.6% |
| 3Y | +1,616.9% | +27.7% | +1,589.3% | +1,295.9% |
| All | +1,616.9% | +26.3% | +1,590.7% | +1,295.9% |
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