+66.5%
EXC vs PL
+84.9%
-18.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.1% |
| 7D | +0.3% | -9.3% | +9.6% | +0.3% |
| 30D | -3.7% | -18.9% | +15.2% | -3.6% |
| 3M | -1.3% | -58.4% | +57.1% | -0.7% |
| 6M | -9.7% | -30.3% | +20.6% | -9.9% |
| YTD | +2.9% | -8.1% | +11.0% | +2.1% |
| 1Y | +4.4% | +180.5% | -176.1% | +1.0% |
| 3Y | +22.2% | +444.1% | -421.9% | +13.2% |
| 5Y | +46.7% | +83.0% | -36.3% | +38.9% |
| All | +66.5% | +84.9% | -18.4% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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