+20.7%
EXE vs BB
+68.2%
-47.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | +0.2% |
| 7D | -1.8% | +0.5% | -2.3% | -1.8% |
| 30D | +6.4% | -12.4% | +18.8% | +6.9% |
| 3M | +9.2% | -15.3% | +24.5% | +9.5% |
| 6M | -7.0% | +128.8% | -135.8% | -11.9% |
| YTD | -9.5% | +107.7% | -117.1% | -13.8% |
| 1Y | +6.2% | +103.9% | -97.7% | +1.0% |
| 3Y | +20.7% | +72.6% | -51.8% | +8.1% |
| All | +20.7% | +68.2% | -47.4% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling