+43.8%
EXC vs A
+15.4%
+28.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.1% |
| 7D | -1.2% | -0.1% | -1.1% | -1.2% |
| 30D | +10.0% | +3.4% | +6.6% | +9.6% |
| 3M | +1.6% | +23.8% | -22.2% | -0.6% |
| 6M | +3.3% | +49.0% | -45.7% | -1.1% |
| YTD | +7.6% | +29.4% | -21.8% | +4.6% |
| 1Y | +3.5% | +19.4% | -15.9% | +1.7% |
| 3Y | +27.7% | +66.2% | -38.5% | +15.5% |
| All | +43.8% | +15.4% | +28.5% | +37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling