+29.0%
ALL vs EXE
+3.8%
+25.2%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.6% | -2.4% |
| 7D | -1.7% | -1.8% | +0.1% | -1.7% |
| 30D | -4.7% | +6.4% | -11.1% | -4.8% |
| 3M | +18.4% | +9.2% | +9.1% | +18.2% |
| 6M | +20.5% | -7.0% | +27.5% | +20.7% |
| YTD | +23.5% | -9.5% | +33.0% | +24.2% |
| 1Y | +29.0% | +6.2% | +22.8% | +34.0% |
| All | +29.0% | +3.8% | +25.2% | +34.0% |
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