+41.4%
EXC vs D
+14.9%
+26.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.4% |
| 7D | -1.7% | +0.8% | -2.5% | -2.2% |
| 30D | +9.3% | +10.7% | -1.4% | +3.0% |
| 3M | +1.0% | +2.3% | -1.2% | -0.3% |
| 6M | +5.9% | +12.5% | -6.5% | -1.3% |
| YTD | +7.6% | +20.1% | -12.5% | -3.7% |
| 1Y | +2.4% | +15.6% | -13.1% | -6.3% |
| 3Y | +30.2% | +75.2% | -44.9% | -8.4% |
| 5Y | +41.4% | +14.6% | +26.8% | +37.8% |
| All | +41.4% | +14.9% | +26.5% | +37.8% |
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