-18.9%
EXE vs COMP
+23.8%
-42.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +7.7% | -10.6% | -2.4% |
| 7D | -4.7% | +9.5% | -14.1% | -4.0% |
| 30D | +1.0% | +8.1% | -7.1% | +1.7% |
| 3M | -5.6% | -16.3% | +10.7% | -6.5% |
| 6M | -12.3% | +42.2% | -54.5% | -10.4% |
| YTD | -19.5% | -5.0% | -14.5% | -18.1% |
| 1Y | -18.9% | +20.1% | -39.0% | -20.6% |
| All | -18.9% | +23.8% | -42.7% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling