+0.4%
EW vs EXE
+192.2%
-191.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.8% | -3.6% |
| 7D | -4.4% | -1.8% | -2.6% | -4.2% |
| 30D | -3.3% | +6.4% | -9.7% | -4.0% |
| 3M | +1.0% | +9.2% | -8.2% | 0.0% |
| 6M | +6.2% | -7.0% | +13.2% | +6.8% |
| YTD | +1.7% | -9.5% | +11.2% | +2.5% |
| 1Y | +8.1% | +6.2% | +1.9% | +6.6% |
| 3Y | +17.1% | +20.7% | -3.7% | +13.1% |
| 5Y | -29.4% | +103.6% | -133.0% | -33.6% |
| All | +0.4% | +192.2% | -191.8% | -6.5% |
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 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