+10,451.6%
TER vs EXC
+2,465.6%
+7,986.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +24.0% | -1.9% | +25.9% | +24.7% |
| 30D | -30.6% | +7.8% | -38.4% | -32.7% |
| 3M | -34.5% | +1.9% | -36.4% | -35.2% |
| 6M | -26.4% | +3.4% | -29.7% | -28.2% |
| YTD | +36.4% | +7.6% | +28.8% | +30.3% |
| 1Y | +47.4% | +2.1% | +45.3% | +43.2% |
| 3Y | +202.6% | +29.6% | +173.0% | +162.3% |
| 5Y | +83.9% | +39.5% | +44.4% | +53.9% |
| 10Y | +1,068.0% | +200.2% | +867.8% | +631.4% |
| All | +10,451.6% | +2,465.6% | +7,986.0% | +3,446.6% |
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 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