-73.3%
U vs EXC
+41.3%
-114.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.4% | +3.9% | +5.2% |
| 7D | +2.6% | +1.4% | +1.2% | +2.5% |
| 30D | +27.6% | +8.6% | +19.0% | +27.1% |
| 3M | +15.3% | +2.4% | +12.9% | +15.3% |
| 6M | +96.4% | +6.5% | +89.9% | +95.3% |
| YTD | +19.6% | +9.0% | +10.5% | +17.9% |
| 1Y | +42.1% | +4.6% | +37.5% | +41.1% |
| 3Y | +87.5% | +33.5% | +54.0% | +67.3% |
| All | -73.3% | +41.3% | -114.5% | -76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling