+169.7%
EXE vs BR
+30.5%
+139.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -3.1% | -3.0% | -0.2% | -2.4% |
| 30D | -0.9% | -0.3% | -0.6% | -0.9% |
| 3M | +9.6% | +17.3% | -7.7% | +4.8% |
| 6M | -11.6% | -6.7% | -4.9% | -10.2% |
| YTD | -12.6% | -23.4% | +10.9% | -6.1% |
| 1Y | +1.2% | -32.7% | +33.8% | +13.3% |
| 3Y | +18.0% | -5.9% | +23.9% | +16.6% |
| 5Y | +101.1% | +8.4% | +92.7% | +78.5% |
| All | +169.7% | +30.5% | +139.2% | +141.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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