+77.5%
EXC vs PL
+16.0%
+61.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -10.1% | +10.7% | +0.7% |
| 7D | +1.4% | -20.5% | +21.9% | +1.5% |
| 30D | +11.6% | -38.8% | +50.4% | +11.9% |
| 3M | +2.7% | -49.1% | +51.8% | +3.0% |
| 6M | +2.7% | -69.4% | +72.1% | +3.3% |
| YTD | +9.7% | -42.3% | +52.0% | +9.1% |
| 1Y | +4.5% | -14.2% | +18.7% | +3.1% |
| 3Y | +28.5% | +398.7% | -370.2% | +17.9% |
| 5Y | +43.9% | +11.1% | +32.8% | +36.4% |
| All | +77.5% | +16.0% | +61.5% | +68.2% |
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