+8.0%
EXE vs FDS
-23.2%
+31.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.8% | -0.6% |
| 7D | -6.6% | -0.5% | -6.1% | -6.6% |
| 30D | -4.0% | +20.2% | -24.2% | -5.4% |
| 3M | -7.5% | +19.9% | -27.3% | -8.9% |
| 6M | -11.7% | +56.2% | -67.8% | -15.7% |
| YTD | -22.0% | +14.6% | -36.5% | -21.6% |
| 1Y | -21.8% | +31.6% | -53.4% | -23.7% |
| 3Y | +8.0% | -23.8% | +31.8% | +17.2% |
| All | +8.0% | -23.2% | +31.2% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling