+80.5%
EXC vs COMP
-56.6%
+137.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.2% | +8.8% | +0.9% |
| 7D | +1.4% | -1.8% | +3.2% | +1.4% |
| 30D | +11.6% | -0.8% | +12.4% | +11.6% |
| 3M | +2.7% | -28.1% | +30.8% | +3.6% |
| 6M | +2.7% | +27.0% | -24.3% | +1.4% |
| YTD | +9.7% | -12.8% | +22.5% | +9.5% |
| 1Y | +4.5% | +4.9% | -0.4% | +3.5% |
| 3Y | +28.5% | +321.0% | -292.5% | +16.6% |
| 5Y | +43.9% | -25.6% | +69.5% | +32.2% |
| All | +80.5% | -56.6% | +137.1% | +65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling