+45.7%
EXC vs BG
+84.9%
-39.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +0.3% | +0.5% | -0.2% | +0.2% |
| 30D | -0.9% | +10.3% | -11.2% | -2.1% |
| 3M | -2.7% | -1.9% | -0.8% | -2.6% |
| 6M | -9.4% | +5.2% | -14.6% | -10.3% |
| YTD | +3.0% | +41.2% | -38.1% | -2.1% |
| 1Y | +5.1% | +50.5% | -45.4% | -1.3% |
| 3Y | +20.6% | +19.9% | +0.7% | +16.7% |
| 5Y | +45.7% | +86.7% | -41.0% | +29.0% |
| All | +45.7% | +84.9% | -39.2% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 5y: compounded portfolio wealth divided by compounded BG 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…
5y analysis · Full analysis span regression · 6 months rolling