+169.7%
EXE vs DG
-33.8%
+203.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.1% |
| 7D | -3.1% | -6.5% | +3.3% | -3.0% |
| 30D | -0.9% | +4.2% | -5.1% | -1.0% |
| 3M | +9.6% | +9.5% | 0.0% | +9.2% |
| 6M | -11.6% | -13.1% | +1.5% | -11.2% |
| YTD | -12.6% | -4.8% | -7.7% | -12.5% |
| 1Y | +1.2% | +20.6% | -19.4% | +0.3% |
| 3Y | +18.0% | +4.9% | +13.1% | +17.4% |
| 5Y | +101.1% | -37.9% | +139.0% | +113.9% |
| All | +169.7% | -33.8% | +203.5% | +184.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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