-18.9%
EXE vs MKTX
+5.4%
-24.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -4.7% | +0.5% | -5.1% | -4.7% |
| 30D | +1.0% | +1.0% | +0.1% | +1.0% |
| 3M | -5.6% | +2.5% | -8.1% | -5.7% |
| 6M | -12.3% | +8.0% | -20.3% | -13.5% |
| YTD | -19.5% | -7.3% | -12.2% | -19.7% |
| 1Y | -18.9% | +4.7% | -23.5% | -19.2% |
| All | -18.9% | +5.4% | -24.2% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling