+152.5%
EXC vs D
+35.0%
+117.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -0.8% |
| 7D | +0.3% | +1.5% | -1.2% | -0.7% |
| 30D | -3.7% | -2.6% | -1.1% | -2.0% |
| 3M | -1.3% | 0.0% | -1.3% | -1.2% |
| 6M | -9.7% | +7.4% | -17.1% | -14.5% |
| YTD | +2.9% | +15.9% | -13.0% | -7.7% |
| 1Y | +4.4% | +18.1% | -13.7% | -7.8% |
| 3Y | +22.2% | +58.4% | -36.2% | -14.8% |
| 5Y | +46.7% | +5.2% | +41.5% | +37.8% |
| All | +152.5% | +35.0% | +117.5% | +91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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