+14,183.4%
TER vs EXC
+2,353.7%
+11,829.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.1% | +6.6% | +5.8% |
| 7D | +0.6% | +0.3% | +0.3% | +0.5% |
| 30D | -8.3% | -3.7% | -4.6% | -7.1% |
| 3M | -12.2% | -1.3% | -10.9% | -12.6% |
| 6M | +17.1% | -9.7% | +26.8% | +19.6% |
| YTD | +84.7% | +2.9% | +81.8% | +80.0% |
| 1Y | +199.9% | +4.4% | +195.5% | +189.7% |
| 3Y | +232.8% | +22.2% | +210.6% | +195.3% |
| 5Y | +198.6% | +46.7% | +151.9% | +146.1% |
| 10Y | +1,669.7% | +155.3% | +1,514.4% | +1,074.2% |
| All | +14,183.4% | +2,353.7% | +11,829.7% | +4,797.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling