+175.4%
ALL vs EXE
+192.2%
-16.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.6% | -2.4% |
| 7D | -1.7% | -1.8% | +0.1% | -1.4% |
| 30D | -4.7% | +6.4% | -11.1% | -5.7% |
| 3M | +18.4% | +9.2% | +9.1% | +16.4% |
| 6M | +20.5% | -7.0% | +27.5% | +21.7% |
| YTD | +23.5% | -9.5% | +33.0% | +25.1% |
| 1Y | +29.0% | +6.2% | +22.8% | +26.1% |
| 3Y | +153.7% | +20.7% | +133.0% | +140.8% |
| 5Y | +114.8% | +103.6% | +11.2% | +82.0% |
| All | +175.4% | +192.2% | -16.8% | +119.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling