+103.6%
EXE vs A
-14.2%
+117.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +2.9% | +0.7% |
| 7D | -1.8% | -2.1% | +0.3% | -1.5% |
| 30D | +6.4% | +0.6% | +5.8% | +6.2% |
| 3M | +9.2% | +10.9% | -1.6% | +7.2% |
| 6M | -7.0% | +28.2% | -35.1% | -11.4% |
| YTD | -9.5% | +8.6% | -18.0% | -11.1% |
| 1Y | +6.2% | +15.5% | -9.3% | +2.7% |
| 3Y | +20.7% | +31.8% | -11.1% | +10.2% |
| 5Y | +103.6% | -14.9% | +118.5% | +60.6% |
| All | +103.6% | -14.2% | +117.9% | +60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling