+151.8%
TER vs EXC
+26.3%
+125.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.5% | +1.5% |
| 7D | -20.5% | -1.2% | -19.3% | -20.8% |
| 30D | -47.0% | +10.0% | -57.0% | -44.0% |
| 3M | -43.3% | +1.6% | -44.9% | -42.4% |
| 6M | -42.9% | +3.3% | -46.2% | -41.3% |
| YTD | +12.9% | +7.6% | +5.3% | +18.1% |
| 1Y | +18.2% | +3.5% | +14.7% | +22.1% |
| 3Y | +151.8% | +27.7% | +124.1% | +176.5% |
| All | +151.8% | +26.3% | +125.5% | +176.5% |
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