+174.8%
EXE vs BAX
-64.9%
+239.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.4% |
| 7D | -2.7% | -5.1% | +2.4% | -2.2% |
| 30D | -0.4% | -12.2% | +11.8% | +1.0% |
| 3M | +9.5% | +21.8% | -12.3% | +6.9% |
| 6M | -9.3% | +36.3% | -45.7% | -12.8% |
| YTD | -10.9% | +27.8% | -38.7% | -14.3% |
| 1Y | +4.3% | -0.1% | +4.3% | +3.8% |
| 3Y | +18.8% | -33.3% | +52.1% | +25.2% |
| 5Y | +101.4% | -67.1% | +168.5% | +149.6% |
| All | +174.8% | -64.9% | +239.8% | +256.2% |
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