+74.5%
EXC vs EXE
+192.2%
-117.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | +1.2% | -1.8% | +3.0% | +1.4% |
| 30D | -2.7% | +6.4% | -9.1% | -3.5% |
| 3M | -1.0% | +9.2% | -10.2% | -2.1% |
| 6M | -9.3% | -7.0% | -2.3% | -8.7% |
| YTD | +3.6% | -9.5% | +13.1% | +4.5% |
| 1Y | +5.9% | +6.2% | -0.3% | +4.5% |
| 3Y | +21.3% | +20.7% | +0.6% | +16.7% |
| 5Y | +46.2% | +103.6% | -57.5% | +33.7% |
| All | +74.5% | +192.2% | -117.7% | +58.9% |
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