+995.4%
TER vs EXC
+205.3%
+790.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.4% | -6.7% | -5.8% |
| 7D | +14.4% | +1.4% | +13.0% | +13.9% |
| 30D | -30.6% | +8.6% | -39.1% | -32.6% |
| 3M | -39.2% | +2.4% | -41.6% | -39.9% |
| 6M | -31.3% | +6.5% | -37.7% | -33.6% |
| YTD | +29.1% | +9.0% | +20.0% | +22.5% |
| 1Y | +47.4% | +4.6% | +42.9% | +42.0% |
| 3Y | +191.2% | +33.5% | +157.7% | +143.2% |
| 5Y | +74.0% | +41.4% | +32.6% | +38.6% |
| All | +995.4% | +205.3% | +790.1% | +550.2% |
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 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