+4.1%
EW vs EXE
+191.4%
-187.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | -0.3% | -0.3% | -0.1% | -0.3% |
| 30D | +1.0% | +8.5% | -7.4% | +0.2% |
| 3M | +2.8% | +5.5% | -2.7% | +2.1% |
| 6M | +5.5% | -5.9% | +11.4% | +6.0% |
| YTD | +5.5% | -9.7% | +15.2% | +6.3% |
| 1Y | +11.0% | +3.6% | +7.5% | +9.9% |
| 3Y | +17.7% | +18.0% | -0.3% | +14.0% |
| 5Y | -25.7% | +109.4% | -135.2% | -30.3% |
| All | +4.1% | +191.4% | -187.3% | -3.0% |
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