+911.5%
BE vs EXC
+96.1%
+815.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.1% | +8.4% | +8.0% |
| 7D | +20.0% | +0.3% | +19.7% | +19.8% |
| 30D | +7.9% | -3.7% | +11.6% | +10.5% |
| 3M | -13.2% | -1.3% | -11.9% | -14.3% |
| 6M | +53.5% | -9.7% | +63.2% | +60.1% |
| YTD | +191.0% | +2.9% | +188.1% | +174.6% |
| 1Y | +360.5% | +4.4% | +356.1% | +327.7% |
| 3Y | +1,568.0% | +22.2% | +1,545.8% | +1,230.6% |
| 5Y | +1,055.2% | +46.7% | +1,008.5% | +687.8% |
| All | +911.5% | +96.1% | +815.3% | +719.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling