+179.3%
EXE vs M
+76.2%
+103.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.6% |
| 7D | -1.8% | +2.4% | -4.2% | -2.1% |
| 30D | +6.4% | -11.6% | +18.0% | +7.8% |
| 3M | +9.2% | +1.6% | +7.6% | +8.7% |
| 6M | -7.0% | +25.2% | -32.2% | -9.9% |
| YTD | -9.5% | +3.8% | -13.2% | -10.5% |
| 1Y | +6.2% | +36.3% | -30.1% | +1.2% |
| 3Y | +20.7% | +116.3% | -95.6% | +3.3% |
| 5Y | +103.6% | +28.2% | +75.5% | +82.8% |
| All | +179.3% | +76.2% | +103.0% | +141.7% |
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