+43.8%
EXC vs D
+12.5%
+31.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.1% |
| 7D | -1.2% | +3.0% | -4.1% | -2.9% |
| 30D | +10.0% | +11.5% | -1.5% | +3.2% |
| 3M | +1.6% | +3.7% | -2.1% | -0.6% |
| 6M | +3.3% | +13.5% | -10.3% | -4.3% |
| YTD | +7.6% | +20.7% | -13.2% | -4.0% |
| 1Y | +3.5% | +18.2% | -14.8% | -6.6% |
| 3Y | +27.7% | +73.3% | -45.6% | -9.6% |
| All | +43.8% | +12.5% | +31.4% | +39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling