+6.2%
EXE vs FE
+11.0%
-4.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | -1.8% | +0.6% | -2.4% | -1.9% |
| 30D | +6.4% | -2.1% | +8.5% | +6.9% |
| 3M | +9.2% | +2.6% | +6.6% | +8.1% |
| 6M | -7.0% | -6.8% | -0.2% | -5.4% |
| YTD | -9.5% | +6.9% | -16.3% | -13.8% |
| 1Y | +6.2% | +11.6% | -5.3% | +1.7% |
| All | +6.2% | +11.0% | -4.8% | +1.7% |
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