+178.5%
EXE vs M
+81.0%
+97.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.7% | -1.4% |
| 7D | -0.3% | +4.7% | -5.0% | -0.8% |
| 30D | +8.5% | -9.6% | +18.1% | +9.6% |
| 3M | +5.5% | +0.9% | +4.6% | +5.1% |
| 6M | -5.9% | +22.3% | -28.2% | -8.5% |
| YTD | -9.7% | +6.5% | -16.2% | -11.0% |
| 1Y | +3.6% | +38.8% | -35.2% | -1.5% |
| 3Y | +18.0% | +115.9% | -97.9% | +1.2% |
| 5Y | +109.4% | +28.6% | +80.8% | +87.9% |
| All | +178.5% | +81.0% | +97.5% | +140.3% |
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