-4.9%
EXE vs Q
+78.4%
-83.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -1.5% |
| 7D | -2.7% | +6.6% | -9.3% | -2.4% |
| 30D | -0.4% | -6.6% | +6.2% | -0.6% |
| 3M | +9.5% | -13.2% | +22.7% | +9.3% |
| 6M | -9.3% | +9.9% | -19.3% | -8.8% |
| YTD | -10.9% | +53.9% | -64.9% | -10.2% |
| All | -4.9% | +78.4% | -83.3% | +1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling