+172.1%
EXC vs M
-4.2%
+176.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.6% | +2.6% | -1.6% |
| 7D | -1.2% | -4.3% | +3.1% | -0.9% |
| 30D | +10.0% | +1.3% | +8.7% | +9.8% |
| 3M | +1.6% | -7.4% | +9.0% | +2.1% |
| 6M | +3.3% | +18.3% | -15.1% | +1.5% |
| YTD | +7.6% | +7.6% | 0.0% | +6.3% |
| 1Y | +3.5% | +17.4% | -13.9% | +1.4% |
| 3Y | +27.7% | +108.4% | -80.7% | +15.9% |
| 5Y | +41.1% | -10.6% | +51.7% | +35.5% |
| All | +172.1% | -4.2% | +176.3% | +105.1% |
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