+174.8%
EXE vs BB
-40.7%
+215.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.5% |
| 7D | -2.7% | +1.8% | -4.6% | -2.9% |
| 30D | -0.4% | -12.2% | +11.9% | +0.6% |
| 3M | +9.5% | -12.3% | +21.8% | +9.9% |
| 6M | -9.3% | +122.7% | -132.0% | -17.6% |
| YTD | -10.9% | +104.5% | -115.4% | -18.3% |
| 1Y | +4.3% | +106.7% | -102.4% | -5.0% |
| 3Y | +18.8% | +70.0% | -51.1% | +7.0% |
| 5Y | +101.4% | -27.8% | +129.2% | +93.0% |
| All | +174.8% | -40.7% | +215.5% | +163.2% |
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