+23.7%
EXC vs P
+158.6%
-134.9%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.0% |
| 7D | +0.3% | +6.5% | -6.3% | +0.6% |
| 30D | -3.7% | +18.8% | -22.6% | -2.6% |
| 3M | -1.3% | +26.7% | -28.0% | +0.5% |
| 6M | -9.7% | +62.2% | -71.9% | -6.6% |
| YTD | +2.9% | +48.5% | -45.6% | +6.1% |
| 1Y | +4.4% | +26.4% | -22.0% | +7.4% |
| All | +23.7% | +158.6% | -134.9% | +30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling