+238.5%
TER vs EXC
+22.2%
+216.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.1% | +6.6% | +5.0% |
| 7D | +0.6% | +0.3% | +0.3% | +0.8% |
| 30D | -8.3% | -3.7% | -4.6% | -9.9% |
| 3M | -12.2% | -1.3% | -10.9% | -12.3% |
| 6M | +17.1% | -9.7% | +26.8% | +13.6% |
| YTD | +84.7% | +2.9% | +81.8% | +87.2% |
| 1Y | +199.9% | +4.4% | +195.5% | +205.4% |
| All | +238.5% | +22.2% | +216.3% | +254.2% |
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