+218.3%
C vs EXC
+197.6%
+20.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -0.4% | -1.4% | +0.9% | +0.2% |
| 30D | -5.3% | +8.3% | -13.6% | -8.8% |
| 3M | -8.0% | +2.6% | -10.6% | -9.3% |
| 6M | -0.3% | +5.2% | -5.4% | -3.3% |
| YTD | +8.6% | +7.5% | +1.1% | +3.1% |
| 1Y | +25.8% | +3.2% | +22.7% | +21.7% |
| 3Y | +221.2% | +29.5% | +191.6% | +167.7% |
| 5Y | +113.6% | +39.7% | +73.9% | +65.1% |
| 10Y | +218.3% | +200.1% | +18.2% | +105.1% |
| All | +218.3% | +197.6% | +20.7% | +105.1% |
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