+200.1%
EXC vs ALL
+371.2%
-171.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | -1.4% | -2.6% | +1.2% | -0.4% |
| 30D | +8.3% | +12.7% | -4.4% | +3.1% |
| 3M | +2.6% | +0.4% | +2.2% | +2.2% |
| 6M | +5.2% | +23.8% | -18.6% | -4.4% |
| YTD | +7.5% | +27.8% | -20.3% | -4.0% |
| 1Y | +3.2% | +28.9% | -25.7% | -8.4% |
| 3Y | +29.5% | +113.9% | -84.3% | -10.2% |
| 5Y | +39.7% | +157.4% | -117.7% | -14.9% |
| 10Y | +200.1% | +369.0% | -168.9% | +44.8% |
| All | +200.1% | +371.2% | -171.1% | +44.8% |
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