-18.9%
EXE vs BAX
+46.0%
-64.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.0% | -6.9% | -2.8% |
| 7D | -4.7% | +4.1% | -8.7% | -4.5% |
| 30D | +1.0% | +9.4% | -8.4% | +1.2% |
| 3M | -5.6% | -6.5% | +0.9% | -5.8% |
| 6M | -12.3% | +59.6% | -71.9% | -10.9% |
| YTD | -19.5% | +38.9% | -58.4% | -19.8% |
| 1Y | -18.9% | +48.0% | -66.9% | -19.9% |
| All | -18.9% | +46.0% | -64.9% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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