+157.6%
B vs EXE
+109.5%
+48.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.1% | -2.0% |
| 7D | -1.6% | -0.3% | -1.3% | -1.6% |
| 30D | +9.4% | +8.5% | +1.0% | +7.7% |
| 3M | +5.0% | +5.5% | -0.5% | +3.7% |
| 6M | -3.5% | -5.9% | +2.4% | -2.9% |
| YTD | +4.5% | -9.7% | +14.2% | +5.6% |
| 1Y | +67.8% | +3.6% | +64.2% | +64.0% |
| 3Y | +196.7% | +18.0% | +178.7% | +178.3% |
| All | +157.6% | +109.5% | +48.2% | +122.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling