+311.1%
SPOT vs EXC
+128.1%
+183.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +2.1% |
| 7D | +1.6% | +1.4% | +0.2% | +1.3% |
| 30D | +16.9% | +8.6% | +8.4% | +15.3% |
| 3M | +23.0% | +2.4% | +20.6% | +22.4% |
| 6M | +42.2% | +6.5% | +35.7% | +40.5% |
| YTD | +5.5% | +9.0% | -3.5% | +3.6% |
| 1Y | -5.1% | +4.6% | -9.7% | -6.1% |
| 3Y | +257.9% | +33.5% | +224.4% | +234.3% |
| 5Y | +118.4% | +41.4% | +77.0% | +99.8% |
| All | +311.1% | +128.1% | +183.0% | +244.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling