-21.7%
EXE vs Q
+30.6%
-52.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.5% | +2.2% |
| 7D | -2.2% | +4.0% | -6.2% | -2.0% |
| 30D | -0.3% | -2.3% | +2.0% | -0.4% |
| 3M | -9.3% | -7.9% | -1.4% | -9.6% |
| 6M | -7.2% | -16.0% | +8.8% | -7.4% |
| YTD | -18.9% | +51.7% | -70.6% | -16.5% |
| 1Y | -21.7% | +28.3% | -50.0% | -18.6% |
| All | -21.7% | +30.6% | -52.3% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 1y: compounded portfolio wealth divided by compounded Q 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…
1y analysis · Full analysis span regression · 6 months rolling