+461.2%
EXC vs BG
+940.3%
-479.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | 0.0% |
| 7D | -1.4% | +3.4% | -4.7% | -2.1% |
| 30D | +8.3% | -3.8% | +12.1% | +9.1% |
| 3M | +2.6% | -9.6% | +12.2% | +4.6% |
| 6M | +5.2% | -19.5% | +24.7% | +9.7% |
| YTD | +7.5% | +14.6% | -7.1% | +3.1% |
| 1Y | +3.2% | +6.6% | -3.5% | +0.5% |
| 3Y | +29.5% | +4.7% | +24.9% | +24.4% |
| 5Y | +39.7% | +22.1% | +17.6% | +26.6% |
| 10Y | +200.1% | +109.2% | +90.9% | +126.2% |
| All | +461.2% | +940.3% | -479.1% | +241.0% |
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