+179.3%
EXE vs CAPR
+10.5%
+168.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.9% | +0.3% |
| 7D | -1.8% | -9.5% | +7.7% | -1.6% |
| 30D | +6.4% | +121.5% | -115.1% | +4.5% |
| 3M | +9.2% | -65.4% | +74.6% | +10.0% |
| 6M | -7.0% | -67.5% | +60.5% | -6.3% |
| YTD | -9.5% | -68.6% | +59.1% | -8.9% |
| 1Y | +6.2% | +42.7% | -36.5% | -0.4% |
| 3Y | +20.7% | +43.4% | -22.6% | +3.0% |
| 5Y | +103.6% | +86.0% | +17.6% | +60.6% |
| All | +179.3% | +10.5% | +168.8% | +134.7% |
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