+5.9%
EXC vs EXE
+3.8%
+2.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | +1.2% | -1.8% | +3.0% | +1.3% |
| 30D | -2.7% | +6.4% | -9.1% | -3.1% |
| 3M | -1.0% | +9.2% | -10.2% | -1.6% |
| 6M | -9.3% | -7.0% | -2.3% | -9.0% |
| YTD | +3.6% | -9.5% | +13.1% | +4.2% |
| 1Y | +5.9% | +6.2% | -0.3% | +6.6% |
| All | +5.9% | +3.8% | +2.1% | +6.6% |
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