+178.5%
EXE vs FDS
+1.6%
+176.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.4% | -0.7% |
| 7D | -0.3% | -1.9% | +1.6% | 0.0% |
| 30D | +8.5% | +9.0% | -0.6% | +7.1% |
| 3M | +5.5% | +18.9% | -13.4% | +2.6% |
| 6M | -5.9% | +35.1% | -41.0% | -10.8% |
| YTD | -9.7% | +5.5% | -15.2% | -10.2% |
| 1Y | +3.6% | -16.8% | +20.4% | +8.4% |
| 3Y | +18.0% | -28.1% | +46.1% | +27.0% |
| 5Y | +109.4% | -17.4% | +126.8% | +127.3% |
| All | +178.5% | +1.6% | +176.9% | +215.4% |
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