+175.7%
ALL vs EXE
+155.8%
+19.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.7% |
| 7D | -3.9% | -3.9% | 0.0% | -3.2% |
| 30D | +10.6% | -2.6% | +13.2% | +11.1% |
| 3M | -4.6% | -6.9% | +2.3% | -3.5% |
| 6M | +20.2% | -9.3% | +29.5% | +21.9% |
| YTD | +23.7% | -20.7% | +44.4% | +28.0% |
| 1Y | +27.9% | -21.8% | +49.7% | +32.5% |
| 3Y | +109.2% | +16.2% | +93.0% | +99.2% |
| 5Y | +148.0% | +61.1% | +86.9% | +118.7% |
| All | +175.7% | +155.8% | +19.9% | +124.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling