+40.4%
EXC vs M
-3.3%
+43.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.2% | +1.3% |
| 7D | +1.4% | +7.0% | -5.6% | +1.2% |
| 30D | +8.6% | +8.9% | -0.3% | +8.3% |
| 3M | +2.4% | +4.5% | -2.1% | +2.3% |
| 6M | +6.5% | +36.2% | -29.7% | +5.7% |
| YTD | +9.0% | +15.1% | -6.1% | +8.6% |
| 1Y | +4.6% | +27.4% | -22.9% | +3.9% |
| 3Y | +33.5% | +160.1% | -126.7% | +27.7% |
| All | +40.4% | -3.3% | +43.7% | +38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling