+141.2%
EXE vs PL
+41.8%
+99.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | -0.2% |
| 7D | +3.6% | +22.3% | -18.7% | +2.6% |
| 30D | -4.3% | -8.3% | +4.0% | -4.1% |
| 3M | -7.7% | -43.3% | +35.6% | -5.6% |
| 6M | -7.2% | -65.8% | +58.6% | -3.4% |
| YTD | -18.5% | -29.5% | +11.0% | -19.2% |
| 1Y | -24.4% | +11.7% | -36.1% | -27.5% |
| 3Y | +21.6% | +540.6% | -519.0% | -3.7% |
| 5Y | +77.3% | +32.9% | +44.5% | +51.8% |
| All | +141.2% | +41.8% | +99.4% | +103.4% |
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