+61.1%
EXE vs PL
+37.0%
+24.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +14.5% | -12.9% | +1.0% |
| 7D | -3.9% | +10.9% | -14.8% | -4.4% |
| 30D | -2.6% | -16.4% | +13.8% | -1.9% |
| 3M | -6.9% | -39.9% | +33.1% | -5.0% |
| 6M | -9.3% | -63.2% | +53.9% | -5.9% |
| YTD | -20.7% | -27.1% | +6.4% | -21.5% |
| 1Y | -21.8% | +12.2% | -34.0% | -25.1% |
| 3Y | +16.2% | +584.3% | -568.1% | -8.3% |
| 5Y | +61.1% | +37.0% | +24.1% | +43.0% |
| All | +61.1% | +37.0% | +24.1% | +43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling