+67.2%
F vs EXC
+201.2%
-134.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -3.9% | -1.9% | -1.9% | -3.0% |
| 30D | -0.5% | +7.8% | -8.2% | -3.9% |
| 3M | -12.9% | +1.9% | -14.8% | -13.8% |
| 6M | +1.5% | +3.4% | -1.8% | -0.5% |
| YTD | -5.0% | +7.6% | -12.6% | -9.3% |
| 1Y | -7.3% | +2.1% | -9.5% | -9.3% |
| 3Y | +45.3% | +29.6% | +15.7% | +23.4% |
| 5Y | -15.8% | +39.5% | -55.3% | -31.9% |
| All | +67.2% | +201.2% | -134.0% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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