+106.7%
B vs EXE
+161.7%
-55.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.3% | -8.4% | -6.5% |
| 7D | +7.1% | -2.2% | +9.3% | +7.5% |
| 30D | -3.3% | -0.3% | -3.0% | -3.4% |
| 3M | -2.5% | -9.3% | +6.8% | -1.1% |
| 6M | -7.2% | -7.2% | 0.0% | -6.5% |
| YTD | -7.4% | -18.9% | +11.6% | -4.8% |
| 1Y | +16.4% | -21.7% | +38.1% | +20.6% |
| 3Y | +178.7% | +21.0% | +157.7% | +159.5% |
| 5Y | +121.7% | +76.0% | +45.7% | +95.6% |
| All | +106.7% | +161.7% | -55.0% | +67.8% |
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