-5.7%
BR vs EXEL
+164.8%
-170.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -0.4% |
| 7D | -5.0% | -0.3% | -4.7% | -5.0% |
| 30D | -2.5% | +10.1% | -12.6% | -3.2% |
| 3M | +13.5% | +10.1% | +3.4% | +12.6% |
| 6M | -9.4% | +37.7% | -47.1% | -11.8% |
| YTD | -23.3% | +33.1% | -56.4% | -25.2% |
| 1Y | -31.6% | +52.4% | -84.0% | -34.2% |
| All | -5.7% | +164.8% | -170.5% | -12.1% |
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