+73.8%
EXC vs S
-48.3%
+122.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.2% |
| 7D | -1.4% | +1.2% | -2.6% | -1.4% |
| 30D | +8.3% | -7.3% | +15.6% | +8.3% |
| 3M | +2.6% | +5.9% | -3.3% | +2.6% |
| 6M | +5.2% | +45.6% | -40.4% | +5.0% |
| YTD | +7.5% | +58.5% | -51.0% | +7.3% |
| 1Y | +3.2% | +37.6% | -34.5% | +3.0% |
| 3Y | +29.5% | +51.7% | -22.1% | +28.0% |
| 5Y | +39.7% | -67.5% | +107.1% | +38.4% |
| All | +73.8% | -48.3% | +122.1% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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