+47.6%
EXC vs D
+4.5%
+43.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.4% | -0.3% |
| 7D | +0.3% | +0.4% | -0.2% | 0.0% |
| 30D | -3.7% | -3.6% | -0.2% | -1.7% |
| 3M | -1.3% | -1.0% | -0.3% | -0.6% |
| 6M | -9.7% | +6.3% | -16.0% | -13.1% |
| YTD | +2.9% | +14.7% | -11.8% | -5.3% |
| 1Y | +4.4% | +16.9% | -12.5% | -5.1% |
| 3Y | +22.2% | +56.8% | -34.6% | -7.8% |
| All | +47.6% | +4.5% | +43.1% | +48.6% |
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