+150.1%
EXE vs A
+48.6%
+101.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.3% | +3.6% | +2.5% |
| 7D | -2.2% | +1.4% | -3.6% | -2.4% |
| 30D | -0.3% | +4.3% | -4.6% | -1.0% |
| 3M | -9.3% | +19.8% | -29.1% | -12.0% |
| 6M | -7.2% | +54.4% | -61.6% | -13.9% |
| YTD | -18.9% | +31.7% | -50.6% | -22.8% |
| 1Y | -21.7% | +22.4% | -44.1% | -24.3% |
| 3Y | +21.0% | +67.7% | -46.7% | +6.3% |
| 5Y | +76.0% | +15.7% | +60.2% | +58.9% |
| All | +150.1% | +48.6% | +101.6% | +114.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling