+101.4%
EXE vs DG
-39.5%
+140.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -1.5% |
| 7D | -2.7% | -4.8% | +2.1% | -2.6% |
| 30D | -0.4% | +1.8% | -2.1% | -0.4% |
| 3M | +9.5% | +14.5% | -5.0% | +9.0% |
| 6M | -9.3% | -13.6% | +4.2% | -8.9% |
| YTD | -10.9% | -4.8% | -6.1% | -10.8% |
| 1Y | +4.3% | +21.6% | -17.3% | +3.3% |
| 3Y | +18.8% | +4.5% | +14.3% | +18.3% |
| 5Y | +101.4% | -38.5% | +139.9% | +112.0% |
| All | +101.4% | -39.5% | +140.9% | +112.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling