+178.5%
EXE vs A
+25.8%
+152.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.2% |
| 7D | -0.3% | -1.9% | +1.7% | 0.0% |
| 30D | +8.5% | +6.9% | +1.5% | +7.2% |
| 3M | +5.5% | +9.2% | -3.8% | +3.8% |
| 6M | -5.9% | +25.7% | -31.6% | -9.8% |
| YTD | -9.7% | +11.5% | -21.3% | -11.7% |
| 1Y | +3.6% | +18.4% | -14.8% | -0.1% |
| 3Y | +18.0% | +26.6% | -8.6% | +9.6% |
| 5Y | +109.4% | -12.8% | +122.2% | +93.6% |
| All | +178.5% | +25.8% | +152.7% | +145.9% |
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