+73.8%
EXC vs S
-52.7%
+126.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.0% |
| 7D | -1.2% | -13.4% | +12.3% | -1.2% |
| 30D | +10.0% | -14.0% | +23.9% | +10.0% |
| 3M | +1.6% | +4.9% | -3.2% | +1.6% |
| 6M | +3.3% | +42.0% | -38.7% | +3.0% |
| YTD | +7.6% | +45.1% | -37.6% | +7.3% |
| 1Y | +3.5% | +33.1% | -29.6% | +3.3% |
| 3Y | +27.7% | +40.6% | -13.0% | +26.1% |
| 5Y | +41.1% | -67.5% | +108.6% | +39.9% |
| All | +73.8% | -52.7% | +126.5% | +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