+178.5%
EXE vs BAX
-62.9%
+241.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.3% |
| 7D | -0.3% | -1.1% | +0.9% | -0.1% |
| 30D | +8.5% | -5.5% | +13.9% | +9.1% |
| 3M | +5.5% | +33.5% | -28.1% | +1.9% |
| 6M | -5.9% | +35.9% | -41.8% | -9.4% |
| YTD | -9.7% | +35.4% | -45.1% | -13.6% |
| 1Y | +3.6% | +9.8% | -6.2% | +1.9% |
| 3Y | +18.0% | -32.7% | +50.8% | +25.2% |
| 5Y | +109.4% | -65.6% | +175.0% | +158.1% |
| All | +178.5% | -62.9% | +241.4% | +258.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling