+886.2%
TER vs EXC
+175.8%
+710.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.5% | +3.1% |
| 7D | -20.5% | -1.2% | -19.3% | -20.3% |
| 30D | -47.0% | +10.0% | -57.0% | -48.8% |
| 3M | -43.3% | +1.6% | -44.9% | -43.8% |
| 6M | -42.9% | +3.3% | -46.2% | -44.3% |
| YTD | +12.9% | +7.6% | +5.3% | +7.6% |
| 1Y | +18.2% | +3.5% | +14.7% | +14.2% |
| 3Y | +151.8% | +27.7% | +124.1% | +114.9% |
| 5Y | +54.2% | +41.1% | +13.1% | +22.9% |
| All | +886.2% | +175.8% | +710.4% | +505.1% |
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