+27.7%
EXC vs GEN
+79.4%
-51.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.7% | -1.9% |
| 7D | -1.2% | +2.3% | -3.4% | -1.2% |
| 30D | +10.0% | +33.1% | -23.1% | +9.4% |
| 3M | +1.6% | +6.5% | -4.9% | +1.2% |
| 6M | +3.3% | +53.8% | -50.5% | +2.9% |
| YTD | +7.6% | +11.2% | -3.7% | +8.2% |
| 1Y | +3.5% | +19.4% | -15.9% | +3.7% |
| 3Y | +27.7% | +81.0% | -53.4% | +24.9% |
| All | +27.7% | +79.4% | -51.7% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 3y: compounded portfolio wealth divided by compounded GEN 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…
3y analysis · Full analysis span regression · 6 months rolling