+166.1%
B vs EXE
+3.8%
+162.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | +9.6% | -6.6% | +16.2% | +10.5% |
| 30D | +3.5% | -4.0% | +7.5% | +3.9% |
| 3M | -1.6% | -7.5% | +5.9% | -0.9% |
| 6M | -1.7% | -11.7% | +10.0% | -0.5% |
| YTD | -5.3% | -22.0% | +16.7% | -2.4% |
| 1Y | +27.2% | -21.8% | +49.0% | +31.1% |
| 3Y | +166.1% | +8.0% | +158.1% | +144.5% |
| All | +166.1% | +3.8% | +162.3% | +144.5% |
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