-24.7%
U vs EXC
+120.2%
-144.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.0% | +7.5% | +5.6% |
| 7D | +36.6% | -1.2% | +37.7% | +36.7% |
| 30D | +13.3% | +10.0% | +3.4% | +12.5% |
| 3M | +26.2% | +1.6% | +24.5% | +26.0% |
| 6M | +88.7% | +3.3% | +85.5% | +87.9% |
| YTD | +16.6% | +7.6% | +9.0% | +14.9% |
| 1Y | +29.0% | +3.5% | +25.5% | +27.8% |
| 3Y | +99.5% | +27.7% | +71.8% | +82.4% |
| 5Y | -66.1% | +41.1% | -107.2% | -69.7% |
| All | -24.7% | +120.2% | -144.8% | -41.5% |
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