+992.7%
C vs EXC
+2,516.2%
-1,523.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.6% | -5.7% | -5.3% |
| 7D | -5.3% | +1.4% | -6.6% | -5.9% |
| 30D | -7.3% | +11.6% | -19.0% | -12.2% |
| 3M | -13.5% | +2.7% | -16.1% | -14.7% |
| 6M | -6.5% | +2.7% | -9.2% | -8.4% |
| YTD | +3.6% | +9.7% | -6.1% | -2.5% |
| 1Y | +18.9% | +4.5% | +14.4% | +14.3% |
| 3Y | +205.0% | +28.5% | +176.5% | +158.2% |
| 5Y | +109.4% | +43.9% | +65.4% | +64.1% |
| 10Y | +232.9% | +183.7% | +49.2% | +83.0% |
| All | +992.7% | +2,516.2% | -1,523.5% | +145.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling