+151.4%
EXE vs CAPR
+24.9%
+126.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.7% | +8.4% | -0.1% |
| 7D | +3.6% | +19.1% | -15.5% | +3.2% |
| 30D | -4.3% | +48.8% | -53.2% | -5.1% |
| 3M | -7.7% | +144.4% | -152.1% | -9.6% |
| 6M | -7.2% | -67.5% | +60.3% | -6.7% |
| YTD | -18.5% | -64.5% | +46.0% | -18.3% |
| 1Y | -24.4% | +74.4% | -98.8% | -29.5% |
| 3Y | +21.6% | +265.7% | -244.1% | -2.6% |
| 5Y | +77.3% | +196.0% | -118.6% | +37.9% |
| All | +151.4% | +24.9% | +126.5% | +110.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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