+33.9%
TER vs EXC
+2.5%
+31.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.1% | +12.7% | +12.8% |
| 7D | -5.8% | -1.7% | -4.0% | -6.9% |
| 30D | -38.9% | +9.3% | -48.2% | -33.9% |
| 3M | -35.1% | +1.0% | -36.2% | -34.0% |
| 6M | -31.6% | +5.9% | -37.5% | -28.5% |
| YTD | +27.2% | +7.6% | +19.6% | +30.6% |
| All | +33.9% | +2.5% | +31.3% | +39.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling