+61.3%
EXE vs D
+12.5%
+48.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.5% |
| 7D | -6.6% | +3.0% | -9.5% | -7.3% |
| 30D | -4.0% | +11.5% | -15.5% | -6.7% |
| 3M | -7.5% | +3.7% | -11.2% | -8.4% |
| 6M | -11.7% | +13.5% | -25.2% | -14.7% |
| YTD | -22.0% | +20.7% | -42.7% | -25.9% |
| 1Y | -21.8% | +18.2% | -40.0% | -25.3% |
| 3Y | +8.0% | +73.3% | -65.3% | -10.1% |
| All | +61.3% | +12.5% | +48.8% | +67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling