+64.8%
BE vs EXE
-21.4%
+86.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +0.8% | +12.2% | +13.1% |
| 7D | +4.5% | +1.5% | +3.0% | +4.6% |
| 30D | -20.1% | -0.2% | -19.9% | -20.3% |
| 3M | -0.8% | -9.2% | +8.4% | -2.5% |
| 6M | -26.2% | -7.2% | -19.0% | -27.8% |
| YTD | +141.1% | -18.3% | +159.4% | +132.0% |
| 1Y | +64.8% | -23.6% | +88.5% | +73.5% |
| All | +64.8% | -21.4% | +86.2% | +73.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling