+119.1%
ALL vs EXE
+21.0%
+98.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | +0.3% |
| 7D | +5.0% | +5.3% | -0.3% | +4.4% |
| 30D | +13.3% | -2.2% | +15.5% | +13.6% |
| 3M | +3.2% | -5.9% | +9.1% | +3.8% |
| 6M | +25.3% | -5.7% | +31.1% | +26.1% |
| YTD | +30.5% | -17.8% | +48.3% | +33.3% |
| 1Y | +29.2% | -23.1% | +52.3% | +33.3% |
| 3Y | +119.1% | +21.2% | +97.9% | +119.4% |
| All | +119.1% | +21.0% | +98.1% | +119.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling