-31.7%
DOW vs EXE
+182.2%
-213.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.5% |
| 7D | -1.4% | -3.1% | +1.8% | -0.5% |
| 30D | -3.9% | -0.9% | -3.0% | -3.7% |
| 3M | -12.7% | +9.6% | -22.2% | -14.8% |
| 6M | -13.7% | -11.6% | -2.1% | -10.9% |
| YTD | +28.4% | -12.6% | +40.9% | +32.2% |
| 1Y | +21.8% | +1.2% | +20.6% | +19.8% |
| 3Y | -35.7% | +18.0% | -53.7% | -40.9% |
| 5Y | -36.8% | +101.1% | -137.9% | -52.8% |
| All | -31.7% | +182.2% | -213.9% | -55.3% |
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 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