+911.5%
BE vs EXEL
+183.2%
+728.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.2% | +7.6% | +7.4% |
| 7D | +20.0% | +8.4% | +11.6% | +16.2% |
| 30D | +7.9% | +4.1% | +3.8% | +5.9% |
| 3M | -13.2% | +12.4% | -25.6% | -17.9% |
| 6M | +53.5% | +41.5% | +11.9% | +31.4% |
| YTD | +191.0% | +34.6% | +156.4% | +152.5% |
| 1Y | +360.5% | +57.9% | +302.7% | +274.6% |
| 3Y | +1,568.0% | +159.5% | +1,408.5% | +923.4% |
| 5Y | +1,055.2% | +198.5% | +856.7% | +548.1% |
| All | +911.5% | +183.2% | +728.3% | +438.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling