+103.6%
EXE vs BAX
-67.0%
+170.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.8% | +4.0% | +0.7% |
| 7D | -1.8% | -2.4% | +0.6% | -1.5% |
| 30D | +6.4% | -9.7% | +16.1% | +7.5% |
| 3M | +9.2% | +29.3% | -20.0% | +5.9% |
| 6M | -7.0% | +40.7% | -47.6% | -11.0% |
| YTD | -9.5% | +30.3% | -39.7% | -13.1% |
| 1Y | +6.2% | +3.4% | +2.8% | +5.3% |
| 3Y | +20.7% | -32.0% | +52.8% | +27.3% |
| 5Y | +103.6% | -66.9% | +170.5% | +160.7% |
| All | +103.6% | -67.0% | +170.7% | +160.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling