+81.0%
F vs EXC
+176.1%
-95.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.6% | +0.6% |
| 7D | -0.6% | -1.7% | +1.1% | +0.2% |
| 30D | +2.9% | +9.3% | -6.4% | -1.3% |
| 3M | -9.5% | +1.0% | -10.5% | -10.0% |
| 6M | +4.0% | +5.9% | -1.9% | +0.7% |
| YTD | -1.3% | +7.6% | -8.9% | -5.6% |
| 1Y | -1.9% | +2.4% | -4.4% | -4.1% |
| 3Y | +53.5% | +30.2% | +23.2% | +30.3% |
| 5Y | -15.1% | +41.4% | -56.5% | -31.6% |
| 10Y | +81.0% | +183.8% | -102.8% | +25.6% |
| All | +81.0% | +176.1% | -95.1% | +25.6% |
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