+178.5%
EXE vs RUN
-88.6%
+267.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.1% |
| 7D | -0.3% | +1.3% | -1.5% | -0.3% |
| 30D | +8.5% | -15.3% | +23.7% | +9.1% |
| 3M | +5.5% | -40.0% | +45.5% | +7.4% |
| 6M | -5.9% | -27.0% | +21.1% | -5.2% |
| YTD | -9.7% | -51.7% | +42.0% | -8.0% |
| 1Y | +3.6% | -45.9% | +49.5% | +4.5% |
| 3Y | +18.0% | -43.8% | +61.8% | +11.5% |
| 5Y | +109.4% | -80.5% | +189.9% | +104.7% |
| All | +178.5% | -88.6% | +267.1% | +174.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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