+61.3%
EXE vs GEN
+32.5%
+28.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.8% | -0.6% |
| 7D | -6.6% | +2.3% | -8.8% | -6.8% |
| 30D | -4.0% | +33.1% | -37.0% | -7.2% |
| 3M | -7.5% | +6.5% | -13.9% | -8.4% |
| 6M | -11.7% | +53.8% | -65.5% | -17.1% |
| YTD | -22.0% | +11.2% | -33.2% | -23.2% |
| 1Y | -21.8% | +19.4% | -41.2% | -24.0% |
| 3Y | +8.0% | +81.0% | -73.0% | -2.5% |
| All | +61.3% | +32.5% | +28.8% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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