+81.3%
EXC vs EXE
+155.8%
-74.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.1% |
| 7D | -1.7% | -3.9% | +2.2% | -1.3% |
| 30D | +9.3% | -2.6% | +11.9% | +9.6% |
| 3M | +1.0% | -6.9% | +7.9% | +1.7% |
| 6M | +5.9% | -9.3% | +15.3% | +6.9% |
| YTD | +7.6% | -20.7% | +28.4% | +10.1% |
| 1Y | +2.4% | -21.8% | +24.2% | +4.9% |
| 3Y | +30.2% | +16.2% | +14.0% | +25.7% |
| 5Y | +41.4% | +61.1% | -19.7% | +32.4% |
| All | +81.3% | +155.8% | -74.6% | +67.5% |
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