+278.6%
BR vs EXEL
+320.7%
-42.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.7% |
| 7D | +1.1% | -0.8% | +1.9% | +1.2% |
| 30D | +14.4% | +13.1% | +1.2% | +12.6% |
| 3M | +12.4% | +36.3% | -23.9% | +8.0% |
| 6M | +35.4% | +34.5% | +0.9% | +30.1% |
| YTD | -12.2% | +57.4% | -69.6% | -17.6% |
| 1Y | -12.7% | +62.9% | -75.7% | -18.6% |
| 3Y | +14.3% | +229.5% | -215.2% | -4.7% |
| 5Y | +19.3% | +281.2% | -261.9% | -3.5% |
| All | +278.6% | +320.7% | -42.2% | +199.2% |
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