+1,449.6%
NET vs EXC
+65.0%
+1,384.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.5% |
| 7D | -7.0% | -0.7% | -6.3% | -6.8% |
| 30D | -4.8% | -4.6% | -0.2% | -3.9% |
| 3M | +3.8% | -2.2% | +6.0% | +4.0% |
| 6M | +50.0% | -10.6% | +60.6% | +53.1% |
| YTD | +41.5% | +1.9% | +39.6% | +39.7% |
| 1Y | +32.8% | +3.4% | +29.4% | +30.3% |
| 3Y | +335.9% | +22.2% | +313.7% | +298.8% |
| 5Y | +113.8% | +46.7% | +67.1% | +84.1% |
| All | +1,449.6% | +65.0% | +1,384.5% | +1,252.6% |
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 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