+178.5%
EXE vs INDA
+25.2%
+153.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.1% |
| 7D | -0.3% | +0.7% | -1.0% | -0.5% |
| 30D | +8.5% | -0.8% | +9.2% | +8.7% |
| 3M | +5.5% | +3.9% | +1.5% | +3.8% |
| 6M | -5.9% | -0.7% | -5.2% | -5.9% |
| YTD | -9.7% | -7.7% | -2.1% | -7.0% |
| 1Y | +3.6% | -5.1% | +8.7% | +5.4% |
| 3Y | +18.0% | +13.6% | +4.4% | +8.4% |
| 5Y | +109.4% | +7.8% | +101.6% | +99.2% |
| All | +178.5% | +25.2% | +153.3% | +143.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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