+151.4%
EXE vs BAX
-63.0%
+214.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | -0.1% |
| 7D | +3.6% | +0.4% | +3.2% | +3.5% |
| 30D | -4.3% | +3.4% | -7.7% | -4.7% |
| 3M | -7.7% | -4.5% | -3.2% | -7.4% |
| 6M | -7.2% | +44.0% | -51.3% | -11.3% |
| YTD | -18.5% | +34.9% | -53.4% | -22.1% |
| 1Y | -24.4% | +37.9% | -62.3% | -28.0% |
| 3Y | +21.6% | -17.1% | +38.7% | +22.6% |
| 5Y | +77.3% | -64.3% | +141.6% | +117.9% |
| All | +151.4% | -63.0% | +214.4% | +223.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling