+183.6%
EXC vs A
+315.9%
-132.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.4% |
| 7D | -1.2% | -0.1% | -1.1% | -1.2% |
| 30D | +10.0% | +3.4% | +6.6% | +8.9% |
| 3M | +1.6% | +23.8% | -22.2% | -4.0% |
| 6M | +3.3% | +49.0% | -45.7% | -7.6% |
| YTD | +7.6% | +29.4% | -21.8% | -0.6% |
| 1Y | +3.5% | +19.4% | -15.9% | -2.2% |
| 3Y | +27.7% | +66.2% | -38.5% | +4.1% |
| 5Y | +41.1% | +15.8% | +25.3% | +28.7% |
| All | +183.6% | +315.9% | -132.3% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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