+133.0%
DE vs EXE
+192.2%
-59.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | +0.7% | -1.8% | +2.5% | +1.1% |
| 30D | +9.6% | +6.4% | +3.3% | +8.1% |
| 3M | +19.0% | +9.2% | +9.7% | +16.4% |
| 6M | +16.1% | -7.0% | +23.0% | +17.4% |
| YTD | +47.0% | -9.5% | +56.5% | +49.2% |
| 1Y | +43.1% | +6.2% | +36.9% | +39.2% |
| 3Y | +77.5% | +20.7% | +56.8% | +64.6% |
| 5Y | +96.4% | +103.6% | -7.3% | +54.3% |
| All | +133.0% | +192.2% | -59.2% | +66.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling