+179.3%
EXE vs D
+15.6%
+163.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -1.8% | +0.8% | -2.6% | -1.9% |
| 30D | +6.4% | -0.7% | +7.1% | +6.5% |
| 3M | +9.2% | +2.1% | +7.2% | +8.7% |
| 6M | -7.0% | +6.8% | -13.8% | -8.4% |
| YTD | -9.5% | +16.5% | -26.0% | -12.5% |
| 1Y | +6.2% | +19.2% | -12.9% | +2.1% |
| 3Y | +20.7% | +61.9% | -41.1% | +6.2% |
| 5Y | +103.6% | +6.5% | +97.1% | +107.6% |
| All | +179.3% | +15.6% | +163.7% | +190.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded D 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling