+187.9%
BR vs EXEL
+386.3%
-198.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.3% |
| 7D | -6.0% | -2.9% | -3.1% | -5.7% |
| 30D | -0.9% | +11.9% | -12.7% | -2.1% |
| 3M | +16.4% | +9.2% | +7.2% | +15.1% |
| 6M | -8.2% | +39.1% | -47.3% | -11.8% |
| YTD | -23.2% | +31.0% | -54.2% | -25.9% |
| 1Y | -30.9% | +52.3% | -83.3% | -34.7% |
| 3Y | -5.0% | +159.7% | -164.7% | -16.9% |
| 5Y | +8.8% | +187.7% | -179.0% | -6.8% |
| All | +187.9% | +386.3% | -198.4% | +149.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling