+1,430.3%
EXC vs ALL
+3,667.9%
-2,237.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.3% | -0.7% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | -3.7% | -1.5% | -2.2% | -3.4% |
| 3M | -1.3% | +23.6% | -24.9% | -7.3% |
| 6M | -9.7% | +22.3% | -32.0% | -15.1% |
| YTD | +2.9% | +26.5% | -23.6% | -4.4% |
| 1Y | +4.4% | +27.0% | -22.6% | -3.3% |
| 3Y | +22.2% | +149.6% | -127.4% | -7.6% |
| 5Y | +46.7% | +118.1% | -71.4% | +13.3% |
| 10Y | +155.3% | +369.0% | -213.6% | +59.6% |
| All | +1,430.3% | +3,667.9% | -2,237.6% | +528.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling