+178.5%
EXE vs P
+251.4%
-72.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.5% | -1.3% |
| 7D | -0.3% | +6.5% | -6.8% | -0.8% |
| 30D | +8.5% | +18.8% | -10.4% | +6.8% |
| 3M | +5.5% | +26.7% | -21.3% | +3.0% |
| 6M | -5.9% | +62.2% | -68.1% | -10.4% |
| YTD | -9.7% | +48.5% | -58.2% | -13.7% |
| 1Y | +3.6% | +26.4% | -22.8% | -0.8% |
| 3Y | +18.0% | +159.4% | -141.4% | +1.4% |
| 5Y | +109.4% | +275.8% | -166.4% | +71.4% |
| All | +178.5% | +251.4% | -72.9% | +123.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling