-21.7%
EXE vs COMP
+16.2%
-37.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -7.4% | +9.7% | +1.8% |
| 7D | -2.2% | +7.2% | -9.4% | -1.7% |
| 30D | -0.3% | +6.4% | -6.7% | +0.3% |
| 3M | -9.3% | -19.4% | +10.1% | -10.4% |
| 6M | -7.2% | +14.6% | -21.8% | -6.1% |
| YTD | -18.9% | -5.5% | -13.4% | -17.6% |
| 1Y | -21.7% | +13.7% | -35.3% | -22.9% |
| All | -21.7% | +16.2% | -37.9% | -22.9% |
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