+13,986.6%
COST vs EXC
+2,464.5%
+11,522.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | +3.9% | -1.4% | +5.3% | +4.3% |
| 30D | +13.5% | +8.3% | +5.2% | +11.1% |
| 3M | +15.3% | +2.6% | +12.7% | +14.5% |
| 6M | +9.2% | +5.2% | +4.0% | +7.6% |
| YTD | +26.9% | +7.5% | +19.3% | +24.1% |
| 1Y | +19.7% | +3.2% | +16.6% | +18.3% |
| 3Y | +96.0% | +29.5% | +66.5% | +80.4% |
| 5Y | +124.0% | +39.7% | +84.4% | +101.1% |
| 10Y | +760.6% | +200.1% | +560.5% | +515.6% |
| All | +13,986.6% | +2,464.5% | +11,522.1% | +4,746.9% |
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