+130.9%
EXE vs PL
+28.1%
+102.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.4% | -11.2% | -1.3% |
| 7D | -6.6% | -6.8% | +0.3% | -6.3% |
| 30D | -4.0% | -29.3% | +25.3% | -2.6% |
| 3M | -7.5% | -44.8% | +37.3% | -5.2% |
| 6M | -11.7% | -68.4% | +56.7% | -7.7% |
| YTD | -22.0% | -36.4% | +14.4% | -22.3% |
| 1Y | -21.8% | +0.7% | -22.5% | -24.7% |
| 3Y | +8.0% | +455.3% | -447.3% | -13.7% |
| 5Y | +62.3% | +22.7% | +39.6% | +39.2% |
| All | +130.9% | +28.1% | +102.9% | +95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling