+1,134.7%
BR vs EXEL
+450.2%
+684.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | 0.0% |
| 7D | -3.0% | -4.9% | +1.9% | -2.4% |
| 30D | -0.3% | +11.4% | -11.7% | -1.6% |
| 3M | +17.3% | +4.9% | +12.4% | +16.5% |
| 6M | -6.7% | +34.4% | -41.1% | -10.3% |
| YTD | -23.4% | +28.0% | -51.5% | -26.1% |
| 1Y | -32.7% | +43.6% | -76.3% | -36.1% |
| 3Y | -5.9% | +155.2% | -161.1% | -18.0% |
| 5Y | +8.4% | +181.2% | -172.7% | -7.4% |
| 10Y | +189.2% | +368.4% | -179.2% | +116.8% |
| All | +1,134.7% | +450.2% | +684.5% | +527.7% |
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