+90.6%
EXC vs BR
+1,321.0%
-1,230.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | +0.2% |
| 7D | +0.3% | -5.3% | +5.6% | +2.3% |
| 30D | -3.7% | +6.4% | -10.2% | -6.2% |
| 3M | -1.3% | +13.6% | -14.9% | -6.5% |
| 6M | -9.7% | -6.7% | -3.0% | -8.3% |
| YTD | +2.9% | -21.1% | +24.0% | +10.9% |
| 1Y | +4.4% | -29.6% | +33.9% | +17.4% |
| 3Y | +22.2% | -2.4% | +24.6% | +19.1% |
| 5Y | +46.7% | +11.2% | +35.5% | +33.3% |
| 10Y | +155.3% | +191.8% | -36.4% | +55.8% |
| All | +90.6% | +1,321.0% | -1,230.4% | -43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling