+61.3%
EXE vs P
+247.4%
-186.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.4% | -1.1% |
| 7D | -6.6% | -23.8% | +17.2% | -4.8% |
| 30D | -4.0% | -36.6% | +32.6% | -1.0% |
| 3M | -7.5% | +10.9% | -18.3% | -8.8% |
| 6M | -11.7% | +30.0% | -41.7% | -14.5% |
| YTD | -22.0% | +44.4% | -66.4% | -25.5% |
| 1Y | -21.8% | +3.9% | -25.7% | -23.7% |
| 3Y | +8.0% | +176.6% | -168.6% | -8.2% |
| All | +61.3% | +247.4% | -186.1% | +33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling