+113.6%
C vs EXC
+40.5%
+73.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -0.4% | -1.4% | +0.9% | -0.2% |
| 30D | -5.3% | +8.3% | -13.6% | -6.6% |
| 3M | -8.0% | +2.6% | -10.6% | -8.5% |
| 6M | -0.3% | +5.2% | -5.4% | -1.5% |
| YTD | +8.6% | +7.5% | +1.1% | +6.2% |
| 1Y | +25.8% | +3.2% | +22.7% | +24.2% |
| 3Y | +221.2% | +29.5% | +191.6% | +191.8% |
| 5Y | +113.6% | +39.7% | +73.9% | +91.4% |
| All | +113.6% | +40.5% | +73.1% | +91.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling