+97.1%
B vs EXE
+163.0%
-65.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.1% |
| 7D | -6.2% | +3.6% | -9.8% | -6.8% |
| 30D | -6.6% | -4.3% | -2.3% | -6.0% |
| 3M | -7.9% | -7.7% | -0.2% | -6.8% |
| 6M | -16.8% | -7.2% | -9.6% | -16.2% |
| YTD | -11.7% | -18.5% | +6.8% | -9.3% |
| 1Y | +3.5% | -24.4% | +27.8% | +8.0% |
| 3Y | +165.7% | +21.6% | +144.1% | +147.2% |
| 5Y | +108.4% | +77.3% | +31.1% | +83.7% |
| All | +97.1% | +163.0% | -65.9% | +59.9% |
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