+152.1%
EXE vs M
+96.8%
+55.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.9% |
| 7D | +1.5% | -3.3% | +4.8% | +1.8% |
| 30D | -0.2% | +8.1% | -8.3% | -1.2% |
| 3M | -9.2% | +2.2% | -11.5% | -9.7% |
| 6M | -7.2% | +35.1% | -42.4% | -10.9% |
| YTD | -18.3% | +15.8% | -34.1% | -20.4% |
| 1Y | -23.6% | +25.8% | -49.4% | -26.4% |
| 3Y | +21.9% | +156.2% | -134.3% | +1.9% |
| 5Y | +73.7% | -2.4% | +76.0% | +60.8% |
| All | +152.1% | +96.8% | +55.3% | +115.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling