-10.9%
DOW vs EXC
+62.3%
-73.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.3% |
| 7D | -6.0% | +0.3% | -6.3% | -6.2% |
| 30D | -2.7% | -0.9% | -1.9% | -2.4% |
| 3M | -10.5% | -2.7% | -7.8% | -9.4% |
| 6M | -12.4% | -9.4% | -3.1% | -8.2% |
| YTD | +30.0% | +3.0% | +27.0% | +26.2% |
| 1Y | +27.8% | +5.1% | +22.7% | +21.9% |
| 3Y | -34.9% | +20.6% | -55.5% | -44.7% |
| 5Y | -35.9% | +45.7% | -81.6% | -54.4% |
| All | -10.9% | +62.3% | -73.2% | -44.8% |
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