+1,784.6%
BE vs EXEL
+160.6%
+1,624.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -2.3% | +11.9% | +10.2% |
| 7D | +29.8% | +1.4% | +28.4% | +29.3% |
| 30D | +26.4% | +6.7% | +19.7% | +24.4% |
| 3M | +9.3% | +11.5% | -2.1% | +6.2% |
| 6M | +105.1% | +38.8% | +66.3% | +88.2% |
| YTD | +219.0% | +31.6% | +187.5% | +194.9% |
| 1Y | +418.8% | +53.0% | +365.7% | +364.7% |
| 3Y | +1,784.6% | +160.8% | +1,623.7% | +1,452.4% |
| All | +1,784.6% | +160.6% | +1,624.0% | +1,452.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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