+174.8%
EXE vs A
+20.7%
+154.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.4% |
| 7D | -2.7% | -4.4% | +1.7% | -2.0% |
| 30D | -0.4% | -2.7% | +2.3% | 0.0% |
| 3M | +9.5% | +7.0% | +2.4% | +8.1% |
| 6M | -9.3% | +24.6% | -34.0% | -13.1% |
| YTD | -10.9% | +7.0% | -17.9% | -12.3% |
| 1Y | +4.3% | +15.6% | -11.3% | +0.8% |
| 3Y | +18.8% | +29.9% | -11.1% | +9.1% |
| 5Y | +101.4% | -15.4% | +116.8% | +87.2% |
| All | +174.8% | +20.7% | +154.1% | +144.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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