-26.3%
U vs EXC
+119.7%
-146.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.9% | -2.1% |
| 7D | +24.4% | +0.1% | +24.3% | +24.3% |
| 30D | +7.4% | +9.0% | -1.6% | +6.7% |
| 3M | +16.8% | +3.3% | +13.5% | +16.5% |
| 6M | +78.8% | +5.7% | +73.1% | +77.5% |
| YTD | +14.0% | +7.3% | +6.6% | +12.3% |
| 1Y | +16.7% | +2.9% | +13.8% | +15.8% |
| 3Y | +86.4% | +29.3% | +57.1% | +69.4% |
| 5Y | -71.5% | +40.1% | -111.5% | -74.5% |
| All | -26.3% | +119.7% | -146.1% | -42.8% |
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