+436.9%
EXC vs BG
+1,131.5%
-694.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.8% |
| 7D | +0.3% | +2.8% | -2.5% | -0.4% |
| 30D | -3.7% | +12.0% | -15.8% | -6.3% |
| 3M | -1.3% | -7.7% | +6.4% | +0.1% |
| 6M | -9.7% | +4.5% | -14.2% | -11.2% |
| YTD | +2.9% | +35.7% | -32.8% | -4.8% |
| 1Y | +4.4% | +50.1% | -45.7% | -6.1% |
| 3Y | +22.2% | +12.6% | +9.6% | +15.7% |
| 5Y | +46.7% | +75.4% | -28.7% | +22.3% |
| 10Y | +155.3% | +150.5% | +4.9% | +84.9% |
| All | +436.9% | +1,131.5% | -694.5% | +214.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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