+108.4%
B vs EXC
+39.8%
+68.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.2% | -3.1% |
| 7D | -6.2% | -1.9% | -4.3% | -5.6% |
| 30D | -6.6% | +7.8% | -14.4% | -8.9% |
| 3M | -7.9% | +1.9% | -9.7% | -8.5% |
| 6M | -16.8% | +3.4% | -20.2% | -18.0% |
| YTD | -11.7% | +7.6% | -19.3% | -14.7% |
| 1Y | +3.5% | +2.1% | +1.4% | +2.0% |
| 3Y | +165.7% | +29.6% | +136.1% | +134.6% |
| 5Y | +108.4% | +39.5% | +68.9% | +88.9% |
| All | +108.4% | +39.8% | +68.6% | +88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling