+5,241.4%
O vs EXC
+1,647.6%
+3,593.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | +0.1% |
| 7D | +3.7% | -1.2% | +4.9% | +4.2% |
| 30D | +11.2% | +10.0% | +1.2% | +6.8% |
| 3M | -4.0% | +1.6% | -5.6% | -4.7% |
| 6M | -5.2% | +3.3% | -8.5% | -6.6% |
| YTD | +9.5% | +7.6% | +1.9% | +5.8% |
| 1Y | +10.6% | +3.5% | +7.1% | +8.5% |
| 3Y | +38.1% | +27.7% | +10.5% | +22.9% |
| 5Y | +10.2% | +41.1% | -30.9% | -6.8% |
| 10Y | +71.4% | +178.2% | -106.8% | +11.5% |
| All | +5,241.4% | +1,647.6% | +3,593.8% | +3,019.0% |
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