+179.3%
EXE vs BR
+31.2%
+148.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.9% |
| 7D | -1.8% | -5.9% | +4.2% | -0.3% |
| 30D | +6.4% | +1.9% | +4.5% | +5.8% |
| 3M | +9.2% | +14.7% | -5.4% | +5.1% |
| 6M | -7.0% | -12.8% | +5.8% | -3.7% |
| YTD | -9.5% | -23.0% | +13.6% | -2.9% |
| 1Y | +6.2% | -31.7% | +37.9% | +18.4% |
| 3Y | +20.7% | -4.8% | +25.5% | +18.8% |
| 5Y | +103.6% | +7.8% | +95.8% | +80.7% |
| All | +179.3% | +31.2% | +148.1% | +149.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling