+158.6%
C vs EXE
+192.2%
-33.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +3.2% | -1.8% | +5.0% | +3.6% |
| 30D | +1.3% | +6.4% | -5.1% | -0.3% |
| 3M | +3.1% | +9.2% | -6.1% | +0.5% |
| 6M | +29.6% | -7.0% | +36.6% | +31.2% |
| YTD | +19.0% | -9.5% | +28.4% | +20.8% |
| 1Y | +45.6% | +6.2% | +39.4% | +40.4% |
| 3Y | +269.3% | +20.7% | +248.5% | +238.1% |
| 5Y | +131.6% | +103.6% | +27.9% | +77.2% |
| All | +158.6% | +192.2% | -33.6% | +71.8% |
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