+207.0%
C vs EXC
+205.3%
+1.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.7% |
| 7D | +4.2% | +1.4% | +2.8% | +3.5% |
| 30D | +2.0% | +8.6% | -6.6% | -1.9% |
| 3M | -10.1% | +2.4% | -12.5% | -11.3% |
| 6M | +1.0% | +6.5% | -5.5% | -2.6% |
| YTD | +8.5% | +9.0% | -0.6% | +2.3% |
| 1Y | +25.7% | +4.6% | +21.1% | +20.9% |
| 3Y | +216.0% | +33.5% | +182.5% | +159.4% |
| 5Y | +112.3% | +41.4% | +70.9% | +63.4% |
| All | +207.0% | +205.3% | +1.7% | +101.1% |
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