+3.6%
EXE vs S
+10.1%
-6.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | -0.3% | -7.7% | +7.5% | -0.2% |
| 30D | +8.5% | -5.3% | +13.8% | +8.4% |
| 3M | +5.5% | +20.3% | -14.8% | +5.6% |
| 6M | -5.9% | +47.4% | -53.3% | -5.0% |
| YTD | -9.7% | +32.5% | -42.3% | -9.0% |
| 1Y | +3.6% | +9.5% | -6.0% | +4.2% |
| All | +3.6% | +10.1% | -6.6% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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