+3,310.4%
V vs EXC
+62.1%
+3,248.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.9% |
| 7D | +2.2% | -1.2% | +3.4% | +2.7% |
| 30D | +13.6% | +10.0% | +3.6% | +9.0% |
| 3M | +14.3% | +1.6% | +12.7% | +13.3% |
| 6M | +33.1% | +3.3% | +29.8% | +30.8% |
| YTD | +21.2% | +7.6% | +13.7% | +16.4% |
| 1Y | +26.4% | +3.5% | +23.0% | +23.3% |
| 3Y | +77.6% | +27.7% | +49.9% | +55.3% |
| 5Y | +102.6% | +41.1% | +61.5% | +66.3% |
| 10Y | +464.4% | +178.2% | +286.2% | +228.9% |
| All | +3,310.4% | +62.1% | +3,248.3% | +2,114.1% |
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