+155.8%
EXC vs BR
+189.7%
-33.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -1.1% | -3.0% | +1.9% | 0.0% |
| 30D | -3.6% | -0.3% | -3.4% | -3.7% |
| 3M | -4.3% | +17.3% | -21.6% | -10.7% |
| 6M | -9.9% | -6.7% | -3.2% | -8.4% |
| YTD | +1.8% | -23.4% | +25.2% | +11.9% |
| 1Y | +2.9% | -32.7% | +35.5% | +19.3% |
| 3Y | +19.1% | -5.9% | +25.0% | +16.9% |
| 5Y | +44.8% | +8.4% | +36.4% | +30.1% |
| All | +155.8% | +189.7% | -33.8% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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