+178.5%
EXE vs D
+15.0%
+163.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.1% |
| 7D | -0.3% | +1.5% | -1.7% | -0.6% |
| 30D | +8.5% | -2.6% | +11.0% | +9.0% |
| 3M | +5.5% | 0.0% | +5.5% | +5.4% |
| 6M | -5.9% | +7.4% | -13.3% | -7.5% |
| YTD | -9.7% | +15.9% | -25.6% | -12.6% |
| 1Y | +3.6% | +18.1% | -14.5% | -0.2% |
| 3Y | +18.0% | +58.4% | -40.3% | +4.4% |
| 5Y | +109.4% | +5.2% | +104.2% | +113.6% |
| All | +178.5% | +15.0% | +163.5% | +189.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling