+196.7%
EXC vs AR
+57.4%
+139.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +1.4% | +7.4% | -6.0% | +0.9% |
| 30D | +8.6% | +5.8% | +2.8% | +8.1% |
| 3M | +2.4% | +5.2% | -2.8% | +1.9% |
| 6M | +6.5% | +5.4% | +1.0% | +5.8% |
| YTD | +9.0% | +12.4% | -3.4% | +7.7% |
| 1Y | +4.6% | +12.8% | -8.2% | +3.2% |
| 3Y | +33.5% | +47.2% | -13.7% | +27.5% |
| 5Y | +41.4% | +101.1% | -59.7% | +30.3% |
| All | +196.7% | +57.4% | +139.3% | +130.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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