-0.8%
F vs EXC
+2.5%
-3.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.2% | -0.4% |
| 7D | +1.6% | -1.2% | +2.7% | +1.7% |
| 30D | +2.6% | +10.0% | -7.3% | +1.7% |
| 3M | -8.8% | +1.6% | -10.4% | -9.2% |
| 6M | +4.6% | +3.3% | +1.4% | +3.8% |
| YTD | -1.9% | +7.6% | -9.5% | -3.3% |
| 1Y | -0.8% | +3.5% | -4.2% | -1.2% |
| All | -0.8% | +2.5% | -3.2% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling