-27.4%
DOW vs EXE
+74.7%
-102.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +1.9% |
| 7D | +3.7% | +3.6% | +0.1% | +2.7% |
| 30D | +16.3% | -4.3% | +20.6% | +17.6% |
| 3M | +9.7% | -7.7% | +17.4% | +11.8% |
| 6M | -14.1% | -7.2% | -6.8% | -12.6% |
| YTD | +46.6% | -18.5% | +65.1% | +53.2% |
| 1Y | +56.8% | -24.4% | +81.2% | +66.9% |
| 3Y | -20.4% | +21.6% | -41.9% | -27.3% |
| 5Y | -27.4% | +77.3% | -104.8% | -40.9% |
| All | -27.4% | +74.7% | -102.1% | -40.9% |
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