+99.4%
DE vs EXE
+99.3%
+0.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -2.4% | -2.2% | -0.2% | -1.9% |
| 30D | +9.7% | -0.8% | +10.5% | +9.9% |
| 3M | +21.4% | +10.0% | +11.3% | +18.6% |
| 6M | +15.0% | -6.3% | +21.3% | +16.1% |
| YTD | +46.4% | -10.7% | +57.1% | +49.0% |
| 1Y | +45.6% | +2.7% | +43.0% | +42.7% |
| 3Y | +76.8% | +19.1% | +57.7% | +64.4% |
| 5Y | +99.4% | +105.4% | -6.0% | +57.2% |
| All | +99.4% | +99.3% | +0.1% | +57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling