+39.7%
EXC vs M
+0.2%
+39.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.2% |
| 7D | -1.4% | -3.3% | +1.9% | -1.3% |
| 30D | +8.3% | +8.1% | +0.2% | +8.1% |
| 3M | +2.6% | +2.2% | +0.4% | +2.5% |
| 6M | +5.2% | +35.1% | -29.9% | +4.4% |
| YTD | +7.5% | +15.8% | -8.3% | +7.1% |
| 1Y | +3.2% | +25.8% | -22.7% | +2.5% |
| 3Y | +29.5% | +156.2% | -126.7% | +24.0% |
| 5Y | +39.7% | -2.4% | +42.0% | +38.3% |
| All | +39.7% | +0.2% | +39.5% | +38.3% |
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