-11.4%
F vs EXC
+43.9%
-55.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | +1.4% | +1.4% | 0.0% | +0.9% |
| 30D | +2.0% | +11.6% | -9.6% | -2.0% |
| 3M | -10.4% | +2.7% | -13.0% | -11.3% |
| 6M | +9.7% | +2.7% | +7.0% | +8.2% |
| YTD | -1.2% | +9.7% | -10.9% | -5.5% |
| 1Y | 0.0% | +4.5% | -4.5% | -2.5% |
| 3Y | +41.1% | +28.5% | +12.6% | +22.9% |
| 5Y | -11.4% | +43.9% | -55.4% | -26.7% |
| All | -11.4% | +43.9% | -55.3% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling