+550.3%
BE vs EXE
+187.5%
+362.7%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -2.1% |
| 7D | +23.9% | -2.7% | +26.7% | +25.4% |
| 30D | +27.8% | -0.4% | +28.2% | +27.7% |
| 3M | +3.7% | +9.5% | -5.8% | -1.3% |
| 6M | +78.0% | -9.3% | +87.3% | +84.6% |
| YTD | +209.9% | -10.9% | +220.8% | +217.8% |
| 1Y | +389.6% | +4.3% | +385.3% | +357.7% |
| 3Y | +1,730.6% | +18.8% | +1,711.8% | +1,502.4% |
| 5Y | +1,227.8% | +101.4% | +1,126.4% | +726.8% |
| All | +550.3% | +187.5% | +362.7% | +235.4% |
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