+219.1%
EXC vs P
+449.6%
-230.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -16.4% | +17.0% | +1.5% |
| 7D | +1.4% | -31.9% | +33.2% | +3.4% |
| 30D | +11.6% | -36.5% | +48.2% | +14.2% |
| 3M | +2.7% | +11.6% | -8.9% | +1.2% |
| 6M | +2.7% | +25.2% | -22.5% | 0.0% |
| YTD | +9.7% | +39.4% | -29.7% | +5.5% |
| 1Y | +4.5% | -3.7% | +8.2% | +2.8% |
| 3Y | +28.5% | +167.3% | -138.8% | +10.6% |
| 5Y | +43.9% | +237.3% | -193.4% | +17.5% |
| 10Y | +183.7% | +698.6% | -514.9% | +101.3% |
| All | +219.1% | +449.6% | -230.5% | +126.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling