+151.5%
EXC vs A
+237.5%
-86.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +1.4% |
| 7D | +1.2% | -2.1% | +3.3% | +1.7% |
| 30D | -2.7% | +0.6% | -3.3% | -3.0% |
| 3M | -1.0% | +10.9% | -11.8% | -3.9% |
| 6M | -9.3% | +28.2% | -37.4% | -15.9% |
| YTD | +3.6% | +8.6% | -4.9% | +0.3% |
| 1Y | +5.9% | +15.5% | -9.6% | +0.2% |
| 3Y | +21.3% | +31.8% | -10.5% | +5.5% |
| 5Y | +46.2% | -14.9% | +61.0% | +47.8% |
| 10Y | +151.5% | +237.8% | -86.3% | +52.3% |
| All | +151.5% | +237.5% | -86.0% | +52.3% |
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