+140.9%
EXE vs COMP
-52.0%
+192.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.7% | -11.6% | -1.5% |
| 7D | -6.6% | +13.4% | -20.0% | -7.3% |
| 30D | -4.0% | +11.1% | -15.1% | -4.7% |
| 3M | -7.5% | -18.8% | +11.4% | -6.6% |
| 6M | -11.7% | +10.5% | -22.2% | -12.8% |
| YTD | -22.0% | -3.4% | -18.6% | -22.9% |
| 1Y | -21.8% | +19.7% | -41.5% | -24.0% |
| 3Y | +8.0% | +381.6% | -373.6% | -9.9% |
| 5Y | +62.3% | -17.6% | +79.9% | +47.6% |
| All | +140.9% | -52.0% | +192.9% | +126.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling