+167.3%
EXE vs PL
+84.9%
+82.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.1% |
| 7D | -0.3% | -9.3% | +9.1% | +0.2% |
| 30D | +8.5% | -18.9% | +27.4% | +9.4% |
| 3M | +5.5% | -58.4% | +63.8% | +9.3% |
| 6M | -5.9% | -30.3% | +24.4% | -5.7% |
| YTD | -9.7% | -8.1% | -1.6% | -11.4% |
| 1Y | +3.6% | +180.5% | -176.9% | -6.5% |
| 3Y | +18.0% | +444.1% | -426.1% | -4.0% |
| 5Y | +109.4% | +83.0% | +26.4% | +75.8% |
| All | +167.3% | +84.9% | +82.4% | +123.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling