+73.7%
EXE vs COMP
-14.2%
+87.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.6% |
| 7D | +1.5% | +2.2% | -0.7% | +1.3% |
| 30D | -0.2% | +16.3% | -16.5% | -1.2% |
| 3M | -9.2% | -19.1% | +9.9% | -8.4% |
| 6M | -7.2% | +17.1% | -24.4% | -8.8% |
| YTD | -18.3% | -2.9% | -15.3% | -19.2% |
| 1Y | -23.6% | +8.8% | -32.4% | -25.2% |
| 3Y | +21.9% | +423.5% | -401.5% | +1.1% |
| 5Y | +73.7% | -10.5% | +84.1% | +65.1% |
| All | +73.7% | -14.2% | +87.9% | +65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling