+1,077.0%
TER vs EXC
+197.6%
+879.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.2% | +8.1% | +8.3% |
| 7D | +5.9% | -1.4% | +7.3% | +6.3% |
| 30D | -30.8% | +8.3% | -39.0% | -32.8% |
| 3M | -29.9% | +2.6% | -32.6% | -30.8% |
| 6M | -27.5% | +5.2% | -32.6% | -29.7% |
| YTD | +37.5% | +7.5% | +29.9% | +31.0% |
| 1Y | +50.3% | +3.2% | +47.1% | +45.4% |
| 3Y | +204.9% | +29.5% | +175.3% | +157.9% |
| 5Y | +89.2% | +39.7% | +49.5% | +51.2% |
| 10Y | +1,077.0% | +200.1% | +876.9% | +594.8% |
| All | +1,077.0% | +197.6% | +879.4% | +594.8% |
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