+183.8%
EXC vs AR
+48.7%
+135.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | -1.7% | -10.5% | +8.8% | -1.0% |
| 30D | +9.3% | +1.3% | +8.0% | +9.2% |
| 3M | +1.0% | +4.8% | -3.7% | +0.6% |
| 6M | +5.9% | +1.2% | +4.8% | +5.6% |
| YTD | +7.6% | +5.5% | +2.1% | +6.7% |
| 1Y | +2.4% | +8.1% | -5.6% | +1.3% |
| 3Y | +30.2% | +38.8% | -8.6% | +24.9% |
| 5Y | +41.4% | +78.8% | -37.5% | +31.2% |
| 10Y | +183.8% | +46.4% | +137.4% | +121.0% |
| All | +183.8% | +48.7% | +135.1% | +121.0% |
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