+31.6%
EXC vs BR
+15.2%
+16.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -1.4% | +1.9% | -3.2% | -1.6% |
| 30D | +8.3% | +15.9% | -7.6% | +5.9% |
| 3M | +2.6% | +13.7% | -11.0% | +0.6% |
| 6M | +5.2% | +31.0% | -25.8% | +0.4% |
| YTD | +7.5% | -12.0% | +19.5% | +10.7% |
| 1Y | +3.2% | -11.5% | +14.7% | +6.0% |
| All | +31.6% | +15.2% | +16.5% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling