+210.2%
TER vs EXC
+30.0%
+180.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.2% | +8.1% | +8.4% |
| 7D | +5.9% | -1.4% | +7.3% | +5.2% |
| 30D | -30.8% | +8.3% | -39.0% | -27.4% |
| 3M | -29.9% | +2.6% | -32.6% | -28.4% |
| 6M | -27.5% | +5.2% | -32.6% | -24.8% |
| YTD | +37.5% | +7.5% | +29.9% | +43.9% |
| 1Y | +50.3% | +3.2% | +47.1% | +55.2% |
| All | +210.2% | +30.0% | +180.1% | +232.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling