+47.0%
DOW vs EXC
+2.5%
+44.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -9.4% | -1.7% | -7.7% | -9.3% |
| 30D | +8.9% | +9.3% | -0.4% | +8.6% |
| 3M | +6.7% | +1.0% | +5.7% | +6.6% |
| 6M | -14.2% | +5.9% | -20.1% | -13.9% |
| YTD | +36.9% | +7.6% | +29.3% | +40.0% |
| All | +47.0% | +2.5% | +44.5% | +52.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling