+73.7%
EXC vs PL
+45.6%
+28.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.3% |
| 7D | +0.1% | +5.6% | -5.6% | 0.0% |
| 30D | +9.0% | -16.9% | +26.0% | +9.2% |
| 3M | +3.3% | -38.2% | +41.5% | +3.6% |
| 6M | +5.7% | -63.4% | +69.1% | +6.3% |
| YTD | +7.3% | -27.6% | +35.0% | +6.7% |
| 1Y | +2.9% | +6.6% | -3.6% | +1.4% |
| 3Y | +29.3% | +557.6% | -528.3% | +18.3% |
| 5Y | +40.1% | +39.5% | +0.6% | +32.6% |
| All | +73.7% | +45.6% | +28.1% | +64.4% |
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