+179.3%
EXE vs BG
+92.4%
+86.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.4% | -4.1% | -1.2% |
| 7D | -1.8% | +2.4% | -4.1% | -2.6% |
| 30D | +6.4% | +15.0% | -8.6% | +1.1% |
| 3M | +9.2% | -0.7% | +9.9% | +8.9% |
| 6M | -7.0% | +7.5% | -14.5% | -10.4% |
| YTD | -9.5% | +41.6% | -51.1% | -22.2% |
| 1Y | +6.2% | +50.7% | -44.4% | -11.7% |
| 3Y | +20.7% | +20.3% | +0.5% | +9.2% |
| 5Y | +103.6% | +85.2% | +18.4% | +46.1% |
| All | +179.3% | +92.4% | +86.8% | +99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling