-34.6%
DOW vs EXE
+21.0%
-55.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.2% | +0.4% |
| 7D | -2.9% | -1.8% | -1.1% | -2.5% |
| 30D | +2.0% | +6.4% | -4.4% | +0.6% |
| 3M | -12.5% | +9.2% | -21.8% | -14.2% |
| 6M | -9.2% | -7.0% | -2.2% | -8.3% |
| YTD | +30.8% | -9.5% | +40.2% | +32.5% |
| 1Y | +29.4% | +6.2% | +23.2% | +26.3% |
| 3Y | -34.6% | +20.7% | -55.3% | -40.5% |
| All | -34.6% | +21.0% | -55.5% | -40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling