+20.4%
EW vs EXE
+161.7%
-141.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.0% | -0.9% |
| 7D | +9.3% | -2.2% | +11.5% | +9.5% |
| 30D | +22.1% | -0.3% | +22.4% | +22.0% |
| 3M | +13.0% | -9.3% | +22.3% | +14.0% |
| 6M | +30.1% | -7.2% | +37.3% | +30.7% |
| YTD | +22.0% | -18.9% | +40.9% | +24.2% |
| 1Y | +23.7% | -21.7% | +45.4% | +26.3% |
| 3Y | +62.0% | +21.0% | +41.0% | +55.8% |
| 5Y | -12.4% | +76.0% | -88.4% | -17.0% |
| All | +20.4% | +161.7% | -141.3% | +13.3% |
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 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