+172.1%
EXC vs ALL
+370.9%
-198.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.5% | +2.5% | -0.1% |
| 7D | -1.2% | -1.9% | +0.8% | -0.4% |
| 30D | +10.0% | +13.8% | -3.8% | +4.3% |
| 3M | +1.6% | -7.0% | +8.6% | +4.3% |
| 6M | +3.3% | +18.0% | -14.8% | -4.2% |
| YTD | +7.6% | +24.2% | -16.6% | -2.8% |
| 1Y | +3.5% | +31.2% | -27.7% | -8.8% |
| 3Y | +27.7% | +107.5% | -79.9% | -10.1% |
| 5Y | +41.1% | +144.8% | -103.7% | -11.7% |
| All | +172.1% | +370.9% | -198.8% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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