+220.1%
C vs EXC
+176.1%
+44.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.4% |
| 7D | -0.9% | -1.7% | +0.8% | -0.2% |
| 30D | -5.4% | +9.3% | -14.7% | -9.2% |
| 3M | -9.2% | +1.0% | -10.2% | -9.8% |
| 6M | -1.8% | +5.9% | -7.8% | -5.1% |
| YTD | +6.7% | +7.6% | -0.9% | +1.3% |
| 1Y | +23.5% | +2.4% | +21.1% | +20.0% |
| 3Y | +219.8% | +30.2% | +189.5% | +166.3% |
| 5Y | +112.4% | +41.4% | +71.1% | +63.6% |
| 10Y | +220.1% | +183.8% | +36.3% | +114.4% |
| All | +220.1% | +176.1% | +44.0% | +114.4% |
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