+140.6%
EXE vs FDS
+10.3%
+130.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.8% | -0.4% |
| 7D | -6.6% | -0.5% | -6.1% | -6.6% |
| 30D | -4.0% | +20.2% | -24.2% | -6.4% |
| 3M | -7.5% | +19.9% | -27.3% | -9.9% |
| 6M | -11.7% | +56.2% | -67.8% | -18.1% |
| YTD | -22.0% | +14.6% | -36.5% | -23.4% |
| 1Y | -21.8% | +31.6% | -53.4% | -25.7% |
| 3Y | +8.0% | -23.8% | +31.8% | +15.4% |
| 5Y | +62.3% | -22.6% | +84.9% | +71.0% |
| All | +140.6% | +10.3% | +130.3% | +169.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling