+103.6%
EXE vs BB
-27.1%
+130.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | +0.1% |
| 7D | -1.8% | +0.5% | -2.3% | -1.8% |
| 30D | +6.4% | -12.4% | +18.8% | +7.6% |
| 3M | +9.2% | -15.3% | +24.5% | +10.0% |
| 6M | -7.0% | +128.8% | -135.8% | -16.6% |
| YTD | -9.5% | +107.7% | -117.1% | -18.0% |
| 1Y | +6.2% | +103.9% | -97.7% | -4.0% |
| 3Y | +20.7% | +72.6% | -51.8% | +7.6% |
| 5Y | +103.6% | -24.3% | +127.9% | +111.1% |
| All | +103.6% | -27.1% | +130.7% | +111.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling