+69.6%
EFA vs EXE
+192.2%
-122.6%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | +1.2% | -1.8% | +3.0% | +1.4% |
| 30D | -0.7% | +6.4% | -7.1% | -1.6% |
| 3M | +6.4% | +9.2% | -2.8% | +5.0% |
| 6M | +11.4% | -7.0% | +18.4% | +12.2% |
| YTD | +14.0% | -9.5% | +23.5% | +15.0% |
| 1Y | +20.2% | +6.2% | +14.0% | +18.0% |
| 3Y | +68.2% | +20.7% | +47.5% | +60.5% |
| 5Y | +54.8% | +103.6% | -48.8% | +37.3% |
| All | +69.6% | +192.2% | -122.6% | +43.0% |
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