+3.4%
EXC vs EXE
-18.4%
+21.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.5% | +1.8% |
| 7D | +3.3% | -4.7% | +7.9% | +3.5% |
| 30D | +13.3% | +1.0% | +12.3% | +13.2% |
| 3M | +1.8% | -5.6% | +7.5% | +2.1% |
| 6M | +1.1% | -12.3% | +13.4% | +1.7% |
| YTD | +9.0% | -19.5% | +28.5% | +10.4% |
| 1Y | +3.4% | -18.9% | +22.2% | +4.2% |
| All | +3.4% | -18.4% | +21.8% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling