-18.9%
EXE vs FDS
+31.1%
-50.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.9% | -5.8% | -2.9% |
| 7D | -4.7% | +9.4% | -14.1% | -4.7% |
| 30D | +1.0% | +23.8% | -22.8% | +0.8% |
| 3M | -5.6% | +25.1% | -30.8% | -5.8% |
| 6M | -12.3% | +53.8% | -66.1% | -12.8% |
| YTD | -19.5% | +19.6% | -39.0% | -17.1% |
| 1Y | -18.9% | +31.6% | -50.5% | -16.6% |
| All | -18.9% | +31.1% | -50.0% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling