+197.7%
EXC vs M
-3.0%
+200.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | +0.1% | +5.0% | -5.0% | -0.4% |
| 30D | +9.0% | +10.6% | -1.6% | +8.1% |
| 3M | +3.3% | +1.6% | +1.7% | +3.0% |
| 6M | +5.7% | +30.8% | -25.2% | +3.0% |
| YTD | +7.3% | +16.9% | -9.6% | +5.4% |
| 1Y | +2.9% | +26.3% | -23.3% | +0.3% |
| 3Y | +29.3% | +158.6% | -129.3% | +14.9% |
| 5Y | +40.1% | +2.1% | +38.0% | +32.7% |
| 10Y | +197.7% | -4.3% | +202.0% | +122.2% |
| All | +197.7% | -3.0% | +200.7% | +122.2% |
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