+129.7%
B vs EXE
+192.2%
-62.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.7% | -1.5% |
| 7D | +2.3% | -1.8% | +4.1% | +2.6% |
| 30D | +1.4% | +6.4% | -5.0% | +0.1% |
| 3M | +12.2% | +9.2% | +2.9% | +10.1% |
| 6M | -2.1% | -7.0% | +4.9% | -1.2% |
| YTD | +2.9% | -9.5% | +12.4% | +4.0% |
| 1Y | +55.3% | +6.2% | +49.1% | +51.1% |
| 3Y | +198.7% | +20.7% | +177.9% | +179.3% |
| 5Y | +153.8% | +103.6% | +50.1% | +117.5% |
| All | +129.7% | +192.2% | -62.5% | +83.2% |
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