-18.9%
EXE vs FE
+6.1%
-25.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -4.7% | +1.7% | -6.3% | -5.0% |
| 30D | +1.0% | +8.1% | -7.1% | -0.5% |
| 3M | -5.6% | -1.3% | -4.3% | -5.4% |
| 6M | -12.3% | +2.9% | -15.2% | -13.2% |
| YTD | -19.5% | +8.6% | -28.0% | -22.9% |
| 1Y | -18.9% | +6.3% | -25.2% | -21.5% |
| All | -18.9% | +6.1% | -25.0% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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