+2,926.4%
V vs EXC
+55.0%
+2,871.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.5% |
| 7D | -1.7% | +0.3% | -2.0% | -1.8% |
| 30D | +2.0% | -3.7% | +5.7% | +3.6% |
| 3M | +17.4% | -1.3% | +18.6% | +17.8% |
| 6M | +17.5% | -9.7% | +27.2% | +22.4% |
| YTD | +7.6% | +2.9% | +4.7% | +5.4% |
| 1Y | +7.7% | +4.4% | +3.3% | +4.6% |
| 3Y | +54.7% | +22.2% | +32.4% | +37.7% |
| 5Y | +73.0% | +46.7% | +26.3% | +39.3% |
| 10Y | +390.9% | +155.3% | +235.5% | +196.9% |
| All | +2,926.4% | +55.0% | +2,871.4% | +1,905.2% |
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