-35.9%
DOW vs EXE
+100.7%
-136.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.2% |
| 7D | -6.0% | -2.7% | -3.3% | -5.3% |
| 30D | -2.7% | -0.4% | -2.4% | -2.6% |
| 3M | -10.5% | +9.5% | -20.0% | -12.6% |
| 6M | -12.4% | -9.3% | -3.1% | -10.4% |
| YTD | +30.0% | -10.9% | +40.9% | +33.1% |
| 1Y | +27.8% | +4.3% | +23.5% | +24.8% |
| 3Y | -34.9% | +18.8% | -53.7% | -40.1% |
| 5Y | -35.9% | +101.4% | -137.3% | -51.4% |
| All | -35.9% | +100.7% | -136.6% | -51.4% |
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