+196.7%
EXC vs M
-7.1%
+203.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.2% | +1.2% |
| 7D | +1.4% | +7.0% | -5.6% | +0.8% |
| 30D | +8.6% | +8.9% | -0.3% | +7.8% |
| 3M | +2.4% | +4.5% | -2.1% | +1.9% |
| 6M | +6.5% | +36.2% | -29.7% | +3.5% |
| YTD | +9.0% | +15.1% | -6.1% | +7.2% |
| 1Y | +4.6% | +27.4% | -22.9% | +1.8% |
| 3Y | +33.5% | +160.1% | -126.7% | +18.5% |
| 5Y | +41.4% | -1.6% | +43.0% | +34.5% |
| All | +196.7% | -7.1% | +203.8% | +118.8% |
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