+43.8%
EXC vs IT
-43.2%
+87.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.1% | -1.6% |
| 7D | -1.2% | -16.9% | +15.7% | +0.3% |
| 30D | +10.0% | +2.3% | +7.6% | +9.7% |
| 3M | +1.6% | +2.9% | -1.2% | +1.2% |
| 6M | +3.3% | +25.9% | -22.6% | +0.3% |
| YTD | +7.6% | -24.6% | +32.2% | +10.3% |
| 1Y | +3.5% | -16.0% | +19.5% | +4.5% |
| 3Y | +27.7% | -51.6% | +79.2% | +36.7% |
| All | +43.8% | -43.2% | +87.0% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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