+153.4%
EXE vs BAX
-62.9%
+216.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.8% |
| 7D | +5.3% | +0.1% | +5.3% | +5.3% |
| 30D | -2.2% | +4.1% | -6.3% | -2.7% |
| 3M | -5.9% | -4.5% | -1.3% | -5.6% |
| 6M | -5.7% | +49.2% | -55.0% | -10.1% |
| YTD | -17.8% | +35.2% | -53.1% | -21.5% |
| 1Y | -23.1% | +38.3% | -61.4% | -26.8% |
| 3Y | +21.2% | -19.0% | +40.2% | +23.0% |
| 5Y | +78.8% | -64.2% | +143.0% | +119.6% |
| All | +153.4% | -62.9% | +216.4% | +226.2% |
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