+99.2%
EXC vs BR
+1,485.1%
-1,385.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -1.4% | +1.9% | -3.2% | -2.0% |
| 30D | +8.3% | +15.9% | -7.6% | +2.5% |
| 3M | +2.6% | +13.7% | -11.0% | -2.5% |
| 6M | +5.2% | +31.0% | -25.8% | -5.9% |
| YTD | +7.5% | -12.0% | +19.5% | +11.1% |
| 1Y | +3.2% | -11.5% | +14.7% | +6.2% |
| 3Y | +29.5% | +14.9% | +14.6% | +18.5% |
| 5Y | +39.7% | +20.1% | +19.6% | +23.4% |
| 10Y | +200.1% | +278.9% | -78.9% | +65.8% |
| All | +99.2% | +1,485.1% | -1,385.9% | -43.7% |
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