+219.8%
C vs EXC
+28.9%
+190.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | -0.9% | -1.7% | +0.8% | -1.0% |
| 30D | -5.4% | +9.3% | -14.7% | -5.2% |
| 3M | -9.2% | +1.0% | -10.2% | -9.2% |
| 6M | -1.8% | +5.9% | -7.8% | -1.8% |
| YTD | +6.7% | +7.6% | -0.9% | +6.2% |
| 1Y | +23.5% | +2.4% | +21.1% | +23.4% |
| 3Y | +219.8% | +30.2% | +189.5% | +200.4% |
| All | +219.8% | +28.9% | +190.9% | +200.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling