-37.5%
U vs EXC
+112.1%
-149.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.6% |
| 7D | +4.5% | +1.2% | +3.2% | +4.4% |
| 30D | -0.6% | -2.7% | +2.1% | -0.4% |
| 3M | +48.4% | -1.0% | +49.4% | +48.3% |
| 6M | +115.4% | -9.3% | +124.6% | +117.3% |
| YTD | -3.2% | +3.6% | -6.8% | -4.4% |
| 1Y | -6.0% | +5.9% | -12.0% | -7.9% |
| 3Y | +13.5% | +21.3% | -7.8% | +4.5% |
| 5Y | -68.0% | +46.2% | -114.2% | -71.6% |
| All | -37.5% | +112.1% | -149.6% | -51.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling