+32.6%
NET vs EXC
+43.4%
-10.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.2% | -2.6% |
| 7D | -16.4% | +3.3% | -19.6% | -16.5% |
| 30D | -25.8% | +13.3% | -39.1% | -26.3% |
| 3M | -11.5% | +1.8% | -13.4% | -11.5% |
| 6M | +18.9% | +1.1% | +17.8% | +18.9% |
| YTD | +35.2% | +9.0% | +26.2% | +33.7% |
| 1Y | +14.5% | +3.4% | +11.1% | +14.0% |
| 3Y | +313.8% | +27.7% | +286.1% | +288.5% |
| 5Y | +32.6% | +43.1% | -10.6% | +29.1% |
| All | +32.6% | +43.4% | -10.8% | +29.1% |
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