+140.6%
EXE vs D
+19.8%
+120.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.6% |
| 7D | -6.6% | +3.0% | -9.5% | -7.2% |
| 30D | -4.0% | +11.5% | -15.5% | -6.2% |
| 3M | -7.5% | +3.7% | -11.2% | -8.3% |
| 6M | -11.7% | +13.5% | -25.2% | -14.2% |
| YTD | -22.0% | +20.7% | -42.7% | -25.2% |
| 1Y | -21.8% | +18.2% | -40.0% | -24.7% |
| 3Y | +8.0% | +73.3% | -65.3% | -6.5% |
| 5Y | +62.3% | +12.3% | +50.0% | +63.4% |
| All | +140.6% | +19.8% | +120.8% | +148.1% |
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