+178.5%
EXE vs FND
-51.8%
+230.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.3% |
| 7D | -0.3% | -5.2% | +5.0% | +0.1% |
| 30D | +8.5% | -19.9% | +28.3% | +10.1% |
| 3M | +5.5% | +2.7% | +2.7% | +4.7% |
| 6M | -5.9% | -21.7% | +15.8% | -4.4% |
| YTD | -9.7% | -17.5% | +7.8% | -9.2% |
| 1Y | +3.6% | -39.3% | +42.9% | +7.4% |
| 3Y | +18.0% | -49.8% | +67.8% | +22.5% |
| 5Y | +109.4% | -60.1% | +169.5% | +116.2% |
| All | +178.5% | -51.8% | +230.3% | +176.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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