-14.6%
EW vs EXE
+61.0%
-75.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.4% |
| 7D | +11.0% | -6.6% | +17.6% | +11.9% |
| 30D | +19.1% | -4.0% | +23.1% | +19.5% |
| 3M | +14.4% | -7.5% | +21.8% | +15.2% |
| 6M | +22.8% | -11.7% | +34.4% | +24.3% |
| YTD | +19.8% | -22.0% | +41.8% | +22.9% |
| 1Y | +23.9% | -21.8% | +45.7% | +27.0% |
| 3Y | +52.2% | +8.0% | +44.2% | +47.2% |
| All | -14.6% | +61.0% | -75.5% | -23.3% |
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