+149.7%
EXE vs BB
-30.2%
+179.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.0% | -0.7% |
| 7D | +2.9% | +9.0% | -6.1% | +2.1% |
| 30D | -4.9% | +7.7% | -12.6% | -5.8% |
| 3M | -8.3% | +4.0% | -12.3% | -9.0% |
| 6M | -7.8% | +46.6% | -54.5% | -12.4% |
| YTD | -19.0% | +140.6% | -159.7% | -27.1% |
| 1Y | -24.8% | +103.1% | -128.0% | -31.3% |
| 3Y | +20.8% | +150.5% | -129.8% | +4.4% |
| 5Y | +76.2% | -15.4% | +91.6% | +66.1% |
| All | +149.7% | -30.2% | +179.9% | +135.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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