+178.5%
EXE vs NDAQ
+117.5%
+61.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.7% |
| 7D | -0.3% | -2.4% | +2.2% | +0.4% |
| 30D | +8.5% | +2.5% | +6.0% | +7.7% |
| 3M | +5.5% | +9.9% | -4.5% | +2.4% |
| 6M | -5.9% | +9.4% | -15.3% | -8.8% |
| YTD | -9.7% | +0.4% | -10.1% | -10.5% |
| 1Y | +3.6% | +4.0% | -0.5% | +1.2% |
| 3Y | +18.0% | +94.4% | -76.4% | -7.7% |
| 5Y | +109.4% | +56.7% | +52.7% | +69.6% |
| All | +178.5% | +117.5% | +61.0% | +130.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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