-18.9%
EXE vs M
+36.6%
-55.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +7.6% | -10.5% | -2.4% |
| 7D | -4.7% | +8.3% | -12.9% | -4.1% |
| 30D | +1.0% | +14.2% | -13.2% | +1.8% |
| 3M | -5.6% | -1.1% | -4.5% | -5.3% |
| 6M | -12.3% | +36.6% | -48.9% | -10.2% |
| YTD | -19.5% | +19.8% | -39.3% | -16.7% |
| 1Y | -18.9% | +37.2% | -56.1% | -15.5% |
| All | -18.9% | +36.6% | -55.4% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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