+9.0%
EXE vs PL
+403.1%
-394.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -10.1% | +7.9% | -2.0% |
| 7D | -5.6% | -20.5% | +14.9% | -5.1% |
| 30D | -3.3% | -38.8% | +35.5% | -2.1% |
| 3M | -5.5% | -49.1% | +43.7% | -4.0% |
| 6M | -13.4% | -69.4% | +56.0% | -11.2% |
| YTD | -21.3% | -42.3% | +21.0% | -21.5% |
| 1Y | -20.7% | -14.2% | -6.5% | -22.6% |
| All | +9.0% | +403.1% | -394.1% | -10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling