+77.0%
EXC vs COMP
-52.0%
+128.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +10.7% | -12.7% | -2.3% |
| 7D | -1.2% | +13.4% | -14.6% | -1.6% |
| 30D | +10.0% | +11.1% | -1.1% | +9.5% |
| 3M | +1.6% | -18.8% | +20.5% | +2.1% |
| 6M | +3.3% | +10.5% | -7.2% | +2.6% |
| YTD | +7.6% | -3.4% | +11.0% | +7.0% |
| 1Y | +3.5% | +19.7% | -16.2% | +2.0% |
| 3Y | +27.7% | +381.6% | -353.9% | +15.3% |
| 5Y | +41.1% | -17.6% | +58.7% | +29.1% |
| All | +77.0% | -52.0% | +128.9% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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