+152.5%
EXC vs M
-2.2%
+154.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.6% | -1.3% |
| 7D | +0.3% | +4.7% | -4.4% | -0.1% |
| 30D | -3.7% | -9.6% | +5.9% | -3.0% |
| 3M | -1.3% | +0.9% | -2.1% | -1.5% |
| 6M | -9.7% | +22.3% | -32.0% | -11.4% |
| YTD | +2.9% | +6.5% | -3.6% | +1.9% |
| 1Y | +4.4% | +38.8% | -34.4% | +0.9% |
| 3Y | +22.2% | +115.9% | -93.7% | +10.5% |
| 5Y | +46.7% | +28.6% | +18.1% | +34.2% |
| All | +152.5% | -2.2% | +154.7% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling