+21.6%
EXE vs P
+155.2%
-133.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.5% | -1.2% |
| 7D | -0.3% | +6.5% | -6.8% | -0.6% |
| 30D | +8.5% | +18.8% | -10.4% | +7.1% |
| 3M | +5.5% | +26.7% | -21.3% | +3.5% |
| 6M | -5.9% | +62.2% | -68.1% | -9.5% |
| YTD | -9.7% | +48.5% | -58.2% | -12.9% |
| 1Y | +3.6% | +26.4% | -22.8% | -0.2% |
| All | +21.6% | +155.2% | -133.6% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 3y: compounded portfolio wealth divided by compounded P 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…
3y analysis · Full analysis span regression · 6 months rolling