+19.2%
U vs EXC
+2.5%
+16.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +32.3% | -1.7% | +34.0% | +30.8% |
| 30D | +9.7% | +9.3% | +0.4% | +16.8% |
| 3M | +19.6% | +1.0% | +18.6% | +20.6% |
| 6M | +82.6% | +5.9% | +76.7% | +92.2% |
| YTD | +16.4% | +7.6% | +8.8% | +28.4% |
| All | +19.2% | +2.5% | +16.7% | +29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling