+150.1%
EXE vs M
+98.6%
+51.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.2% |
| 7D | -2.2% | +5.0% | -7.2% | -2.8% |
| 30D | -0.3% | +10.6% | -10.9% | -1.6% |
| 3M | -9.3% | +1.6% | -10.9% | -9.7% |
| 6M | -7.2% | +30.8% | -38.1% | -10.5% |
| YTD | -18.9% | +16.9% | -35.8% | -21.1% |
| 1Y | -21.7% | +26.3% | -48.0% | -24.6% |
| 3Y | +21.0% | +158.6% | -137.6% | +1.1% |
| 5Y | +76.0% | +2.1% | +73.9% | +62.1% |
| All | +150.1% | +98.6% | +51.5% | +113.1% |
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