+719.1%
B vs EXC
+2,465.1%
-1,746.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.9% |
| 7D | +9.6% | -1.2% | +10.8% | +9.9% |
| 30D | +3.5% | +10.0% | -6.4% | +1.5% |
| 3M | -1.6% | +1.6% | -3.2% | -2.0% |
| 6M | -1.7% | +3.3% | -4.9% | -2.5% |
| YTD | -5.3% | +7.6% | -12.9% | -7.2% |
| 1Y | +27.2% | +3.5% | +23.7% | +25.7% |
| 3Y | +166.1% | +27.7% | +138.5% | +150.8% |
| 5Y | +136.5% | +41.1% | +95.4% | +118.2% |
| 10Y | +172.2% | +178.2% | -6.0% | +117.1% |
| All | +719.1% | +2,465.1% | -1,746.0% | +784.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling