+78.8%
EXE vs P
+286.7%
-207.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.4% | -3.7% | -0.5% |
| 7D | +3.6% | +17.8% | -14.3% | +2.3% |
| 30D | -4.3% | -29.9% | +25.5% | -2.2% |
| 3M | -7.7% | -1.2% | -6.5% | -8.1% |
| 6M | -7.2% | +32.1% | -39.4% | -10.1% |
| YTD | -18.5% | +64.3% | -82.8% | -22.8% |
| 1Y | -24.4% | +24.3% | -48.6% | -27.2% |
| 3Y | +21.6% | +203.2% | -181.6% | +3.1% |
| All | +78.8% | +286.7% | -207.9% | +46.8% |
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