+827.1%
EXC vs A
+457.0%
+370.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.1% |
| 7D | +0.3% | -1.9% | +2.2% | +0.5% |
| 30D | -3.7% | +6.9% | -10.6% | -4.7% |
| 3M | -1.3% | +9.2% | -10.5% | -2.6% |
| 6M | -9.7% | +25.7% | -35.4% | -13.0% |
| YTD | +2.9% | +11.5% | -8.6% | +0.7% |
| 1Y | +4.4% | +18.4% | -14.0% | +1.1% |
| 3Y | +22.2% | +26.6% | -4.4% | +15.8% |
| 5Y | +46.7% | -12.8% | +59.5% | +45.2% |
| 10Y | +155.3% | +247.2% | -91.8% | +110.8% |
| All | +827.1% | +457.0% | +370.1% | +572.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling