+132.5%
C vs EXE
+161.7%
-29.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.3% |
| 7D | -0.4% | -2.2% | +1.9% | +0.2% |
| 30D | -5.2% | -0.3% | -4.8% | -5.2% |
| 3M | -9.1% | -9.3% | +0.2% | -7.1% |
| 6M | -1.6% | -7.2% | +5.7% | -0.4% |
| YTD | +6.9% | -18.9% | +25.9% | +11.3% |
| 1Y | +23.0% | -21.7% | +44.7% | +29.1% |
| 3Y | +216.1% | +21.0% | +195.2% | +187.6% |
| 5Y | +112.2% | +76.0% | +36.3% | +69.7% |
| All | +132.5% | +161.7% | -29.2% | +58.4% |
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