+8.9%
O vs EXC
+4.7%
+4.2%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.7% |
| 7D | -0.6% | +1.2% | -1.8% | -1.0% |
| 30D | -2.0% | -2.7% | +0.8% | -0.9% |
| 3M | +3.0% | -1.0% | +4.0% | +3.7% |
| 6M | -3.6% | -9.3% | +5.6% | -0.9% |
| YTD | +12.1% | +3.6% | +8.4% | +11.8% |
| 1Y | +8.9% | +5.9% | +3.0% | +8.2% |
| All | +8.9% | +4.7% | +4.2% | +8.2% |
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