+103.6%
EXE vs FDS
-20.4%
+124.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.6% | +0.9% |
| 7D | -1.8% | -5.4% | +3.6% | -1.0% |
| 30D | +6.4% | +1.6% | +4.8% | +6.1% |
| 3M | +9.2% | +17.7% | -8.5% | +6.0% |
| 6M | -7.0% | +29.1% | -36.0% | -11.7% |
| YTD | -9.5% | +1.0% | -10.4% | -9.3% |
| 1Y | +6.2% | -21.6% | +27.8% | +13.3% |
| 3Y | +20.7% | -30.1% | +50.8% | +31.6% |
| 5Y | +103.6% | -20.7% | +124.4% | +138.0% |
| All | +103.6% | -20.4% | +124.0% | +138.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling