+196.7%
EXC vs P
+652.0%
-455.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.5% |
| 7D | +1.4% | +11.6% | -10.2% | +0.7% |
| 30D | +8.6% | -23.7% | +32.2% | +10.0% |
| 3M | +2.4% | -8.0% | +10.4% | +2.3% |
| 6M | +6.5% | +27.9% | -21.4% | +3.5% |
| YTD | +9.0% | +61.2% | -52.1% | +3.6% |
| 1Y | +4.6% | +28.6% | -24.0% | +0.6% |
| 3Y | +33.5% | +200.5% | -167.0% | +12.2% |
| 5Y | +41.4% | +282.9% | -241.5% | +11.3% |
| All | +196.7% | +652.0% | -455.4% | +110.7% |
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