+140.6%
EXE vs M
+82.7%
+57.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | -0.4% |
| 7D | -6.6% | -4.3% | -2.3% | -6.2% |
| 30D | -4.0% | +1.3% | -5.3% | -4.3% |
| 3M | -7.5% | -7.4% | -0.1% | -6.9% |
| 6M | -11.7% | +18.3% | -30.0% | -13.9% |
| YTD | -22.0% | +7.6% | -29.6% | -23.4% |
| 1Y | -21.8% | +17.4% | -39.2% | -24.1% |
| 3Y | +8.0% | +108.4% | -100.3% | -7.0% |
| 5Y | +62.3% | -10.6% | +72.9% | +51.8% |
| All | +140.6% | +82.7% | +57.9% | +106.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling