-29.5%
DOW vs EXC
+41.2%
-70.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.1% | -1.4% |
| 7D | -9.5% | -1.2% | -8.3% | -9.3% |
| 30D | +13.1% | +10.0% | +3.1% | +10.6% |
| 3M | +4.8% | +1.6% | +3.2% | +4.3% |
| 6M | -16.7% | +3.3% | -19.9% | -17.5% |
| YTD | +38.9% | +7.6% | +31.3% | +35.7% |
| 1Y | +48.3% | +3.5% | +44.8% | +46.4% |
| 3Y | -24.4% | +27.7% | -52.0% | -31.2% |
| All | -29.5% | +41.2% | -70.7% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling