+151.7%
EXC vs P
+705.1%
-553.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.2% |
| 7D | +0.3% | +6.5% | -6.3% | -0.1% |
| 30D | -3.7% | +18.8% | -22.6% | -5.0% |
| 3M | -1.3% | +26.7% | -28.0% | -3.2% |
| 6M | -9.7% | +62.2% | -71.9% | -13.4% |
| YTD | +2.9% | +48.5% | -45.6% | -1.0% |
| 1Y | +4.4% | +26.4% | -22.0% | +0.9% |
| 3Y | +22.2% | +159.4% | -137.2% | +5.2% |
| 5Y | +46.7% | +275.8% | -229.1% | +16.3% |
| All | +151.7% | +705.1% | -553.4% | +71.5% |
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