+222.7%
B vs EXC
+197.6%
+25.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | -2.7% | -1.4% | -1.3% | -2.3% |
| 30D | -4.3% | +8.3% | -12.6% | -6.6% |
| 3M | -2.3% | +2.6% | -4.9% | -3.2% |
| 6M | -16.2% | +5.2% | -21.4% | -17.8% |
| YTD | -8.8% | +7.5% | -16.4% | -11.5% |
| 1Y | +11.4% | +3.2% | +8.2% | +9.5% |
| 3Y | +174.3% | +29.5% | +144.7% | +148.9% |
| 5Y | +116.2% | +39.7% | +76.5% | +91.5% |
| 10Y | +222.7% | +200.1% | +22.7% | +87.3% |
| All | +222.7% | +197.6% | +25.2% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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