+190.2%
B vs EXC
+152.8%
+37.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.9% |
| 7D | -1.6% | +0.3% | -1.9% | -1.7% |
| 30D | +9.4% | -3.7% | +13.2% | +10.7% |
| 3M | +5.0% | -1.3% | +6.3% | +5.1% |
| 6M | -3.5% | -9.7% | +6.2% | -0.8% |
| YTD | +4.5% | +2.9% | +1.6% | +2.7% |
| 1Y | +67.8% | +4.4% | +63.4% | +63.9% |
| 3Y | +196.7% | +22.2% | +174.5% | +172.8% |
| 5Y | +151.9% | +46.7% | +105.2% | +118.3% |
| All | +190.2% | +152.8% | +37.4% | +83.2% |
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