+74.0%
EXC vs PL
+28.1%
+46.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +10.4% | -12.3% | -2.0% |
| 7D | -1.2% | -6.8% | +5.7% | -1.1% |
| 30D | +10.0% | -29.3% | +39.2% | +10.2% |
| 3M | +1.6% | -44.8% | +46.4% | +2.0% |
| 6M | +3.3% | -68.4% | +71.6% | +3.9% |
| YTD | +7.6% | -36.4% | +43.9% | +6.9% |
| 1Y | +3.5% | +0.7% | +2.7% | +1.8% |
| 3Y | +27.7% | +455.3% | -427.6% | +17.1% |
| 5Y | +41.1% | +22.7% | +18.5% | +33.7% |
| All | +74.0% | +28.1% | +46.0% | +64.8% |
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