+363.6%
BE vs EXE
+165.2%
+198.5%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.8% | -5.8% | -5.3% |
| 7D | +10.8% | +5.3% | +5.5% | +8.3% |
| 30D | -19.8% | -2.2% | -17.6% | -18.9% |
| 3M | -18.7% | -5.9% | -12.8% | -16.9% |
| 6M | -33.7% | -5.7% | -28.0% | -32.9% |
| YTD | +121.0% | -17.8% | +138.8% | +134.1% |
| 1Y | +85.4% | -23.1% | +108.5% | +103.2% |
| 3Y | +1,709.5% | +21.2% | +1,688.3% | +1,458.0% |
| 5Y | +462.2% | +78.8% | +383.4% | +269.0% |
| All | +363.6% | +165.2% | +198.5% | +147.1% |
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