+615.0%
F vs EXC
+2,353.7%
-1,738.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.5% | +1.8% |
| 7D | +5.3% | +0.3% | +5.0% | +5.2% |
| 30D | +4.6% | -3.7% | +8.3% | +5.9% |
| 3M | -3.7% | -1.3% | -2.4% | -3.5% |
| 6M | +16.8% | -9.7% | +26.5% | +20.5% |
| YTD | +15.3% | +2.9% | +12.4% | +13.4% |
| 1Y | +31.0% | +4.4% | +26.6% | +28.0% |
| 3Y | +45.4% | +22.2% | +23.2% | +32.8% |
| 5Y | +54.7% | +46.7% | +8.0% | +31.9% |
| 10Y | +98.2% | +155.3% | -57.1% | +38.0% |
| All | +615.0% | +2,353.7% | -1,738.7% | +178.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling