+1,001.8%
TER vs EXC
+176.1%
+825.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.1% | +12.7% | +12.7% |
| 7D | -5.8% | -1.7% | -4.0% | -5.4% |
| 30D | -38.9% | +9.3% | -48.2% | -40.9% |
| 3M | -35.1% | +1.0% | -36.2% | -35.6% |
| 6M | -31.6% | +5.9% | -37.5% | -33.8% |
| YTD | +27.2% | +7.6% | +19.6% | +21.3% |
| 1Y | +35.2% | +2.4% | +32.8% | +31.2% |
| 3Y | +192.8% | +30.2% | +162.6% | +147.2% |
| 5Y | +72.4% | +41.4% | +31.1% | +37.1% |
| 10Y | +1,001.8% | +183.8% | +818.1% | +562.8% |
| All | +1,001.8% | +176.1% | +825.7% | +562.8% |
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