+183.8%
EXC vs ALL
+367.3%
-183.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -1.7% | -3.9% | +2.1% | -0.2% |
| 30D | +9.3% | +10.6% | -1.3% | +4.9% |
| 3M | +1.0% | -4.6% | +5.6% | +2.7% |
| 6M | +5.9% | +20.2% | -14.3% | -2.5% |
| YTD | +7.6% | +23.7% | -16.1% | -2.6% |
| 1Y | +2.4% | +27.9% | -25.5% | -8.7% |
| 3Y | +30.2% | +109.2% | -78.9% | -8.7% |
| 5Y | +41.4% | +148.0% | -106.6% | -12.3% |
| 10Y | +183.8% | +363.8% | -180.0% | +50.6% |
| All | +183.8% | +367.3% | -183.6% | +50.6% |
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