+40.1%
EXC vs COMP
-18.6%
+58.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.4% | +7.2% | 0.0% |
| 7D | +0.1% | +7.2% | -7.1% | -0.2% |
| 30D | +9.0% | +6.4% | +2.6% | +8.7% |
| 3M | +3.3% | -19.4% | +22.7% | +3.8% |
| 6M | +5.7% | +14.6% | -8.9% | +4.8% |
| YTD | +7.3% | -5.5% | +12.8% | +6.8% |
| 1Y | +2.9% | +13.7% | -10.7% | +1.6% |
| 3Y | +29.3% | +409.7% | -380.4% | +15.9% |
| 5Y | +40.1% | -17.0% | +57.1% | +28.1% |
| All | +40.1% | -18.6% | +58.7% | +28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling