-6.2%
DOW vs EXC
+69.5%
-75.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -9.4% | -1.7% | -7.7% | -8.6% |
| 30D | +8.9% | +9.3% | -0.4% | +3.7% |
| 3M | +6.7% | +1.0% | +5.7% | +5.8% |
| 6M | -14.2% | +5.9% | -20.1% | -17.5% |
| YTD | +36.9% | +7.6% | +29.3% | +29.5% |
| 1Y | +45.8% | +2.4% | +43.3% | +41.6% |
| 3Y | -23.9% | +30.2% | -54.2% | -38.2% |
| 5Y | -30.8% | +41.4% | -72.1% | -49.1% |
| All | -6.2% | +69.5% | -75.7% | -43.3% |
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