+27.7%
EXC vs COMP
+353.8%
-326.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +10.7% | -12.7% | -2.0% |
| 7D | -1.2% | +13.4% | -14.6% | -1.2% |
| 30D | +10.0% | +11.1% | -1.1% | +9.9% |
| 3M | +1.6% | -18.8% | +20.5% | +1.6% |
| 6M | +3.3% | +10.5% | -7.2% | +3.1% |
| YTD | +7.6% | -3.4% | +11.0% | +7.7% |
| 1Y | +3.5% | +19.7% | -16.2% | +3.1% |
| 3Y | +27.7% | +381.6% | -353.9% | +12.6% |
| All | +27.7% | +353.8% | -326.1% | +12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling