+105.4%
EXE vs BG
+88.4%
+17.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | 0.0% |
| 7D | -2.2% | +3.7% | -5.9% | -3.5% |
| 30D | -0.8% | +12.3% | -13.1% | -4.9% |
| 3M | +10.0% | -2.2% | +12.3% | +10.4% |
| 6M | -6.3% | +5.3% | -11.7% | -9.0% |
| YTD | -10.7% | +42.4% | -53.1% | -23.4% |
| 1Y | +2.7% | +55.2% | -52.5% | -15.8% |
| 3Y | +19.1% | +21.0% | -1.8% | +7.9% |
| 5Y | +105.4% | +87.1% | +18.3% | +28.5% |
| All | +105.4% | +88.4% | +17.0% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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