+102.0%
EXC vs BR
+1,481.8%
-1,379.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.8% | +1.2% |
| 7D | +1.4% | +1.1% | +0.3% | +1.0% |
| 30D | +8.6% | +14.4% | -5.8% | +3.2% |
| 3M | +2.4% | +12.4% | -10.0% | -2.3% |
| 6M | +6.5% | +35.4% | -29.0% | -6.0% |
| YTD | +9.0% | -12.2% | +21.2% | +12.7% |
| 1Y | +4.6% | -12.7% | +17.3% | +8.3% |
| 3Y | +33.5% | +14.3% | +19.2% | +22.4% |
| 5Y | +41.4% | +19.3% | +22.1% | +25.3% |
| 10Y | +204.3% | +278.1% | -73.9% | +68.2% |
| All | +102.0% | +1,481.8% | -1,379.8% | -42.9% |
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