+106.6%
EXE vs FE
+45.0%
+61.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -0.3% | +1.9% | -2.2% | -0.9% |
| 30D | +8.5% | -1.2% | +9.6% | +8.8% |
| 3M | +5.5% | +3.5% | +2.0% | +4.0% |
| 6M | -5.9% | -6.1% | +0.2% | -4.1% |
| YTD | -9.7% | +7.6% | -17.3% | -12.5% |
| 1Y | +3.6% | +11.9% | -8.3% | -1.0% |
| 3Y | +18.0% | +48.4% | -30.4% | -0.6% |
| All | +106.6% | +45.0% | +61.6% | +91.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling