+172.1%
EXC vs P
+713.7%
-541.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.5% | -2.2% |
| 7D | -1.2% | -23.8% | +22.6% | +0.2% |
| 30D | +10.0% | -36.6% | +46.6% | +12.6% |
| 3M | +1.6% | +10.9% | -9.3% | +0.2% |
| 6M | +3.3% | +30.0% | -26.7% | +0.1% |
| YTD | +7.6% | +44.4% | -36.8% | +3.0% |
| 1Y | +3.5% | +3.9% | -0.5% | +1.1% |
| 3Y | +27.7% | +176.6% | -148.9% | +8.0% |
| 5Y | +41.1% | +249.3% | -208.1% | +12.1% |
| All | +172.1% | +713.7% | -541.6% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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