+174.8%
EXE vs MKTX
-68.9%
+243.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -2.7% | +0.3% | -3.0% | -2.7% |
| 30D | -0.4% | +1.0% | -1.3% | -0.4% |
| 3M | +9.5% | +40.8% | -31.3% | +5.9% |
| 6M | -9.3% | -10.9% | +1.5% | -8.7% |
| YTD | -10.9% | -8.6% | -2.3% | -10.5% |
| 1Y | +4.3% | -11.6% | +15.9% | +5.1% |
| 3Y | +18.8% | -24.5% | +43.3% | +20.4% |
| 5Y | +101.4% | -60.7% | +162.1% | +100.7% |
| All | +174.8% | -68.9% | +243.7% | +167.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling