+40.5%
ALL vs EXE
-18.4%
+58.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.9% | +5.8% | +3.0% |
| 7D | +7.5% | -4.7% | +12.2% | +7.7% |
| 30D | +19.7% | +1.0% | +18.7% | +19.7% |
| 3M | +2.9% | -5.6% | +8.5% | +3.0% |
| 6M | +23.5% | -12.3% | +35.8% | +23.9% |
| YTD | +31.1% | -19.5% | +50.6% | +32.5% |
| 1Y | +40.5% | -18.9% | +59.3% | +41.6% |
| All | +40.5% | -18.4% | +58.9% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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