+178.5%
EXE vs D
+15.0%
+163.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.3% | -0.9% |
| 7D | -0.3% | +0.4% | -0.7% | -0.3% |
| 30D | +8.5% | -3.6% | +12.0% | +9.3% |
| 3M | +5.5% | -1.0% | +6.5% | +5.6% |
| 6M | -5.9% | +6.3% | -12.2% | -7.3% |
| YTD | -9.7% | +14.7% | -24.4% | -12.5% |
| 1Y | +3.6% | +16.9% | -13.4% | 0.0% |
| 3Y | +18.0% | +56.8% | -38.8% | +4.6% |
| 5Y | +109.4% | +5.2% | +104.2% | +114.3% |
| All | +178.5% | +15.0% | +163.5% | +190.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling