+118.1%
EXE vs S
-51.7%
+169.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +5.3% | +2.0% | +3.4% | +5.2% |
| 30D | -2.2% | -2.7% | +0.5% | -2.2% |
| 3M | -5.9% | -6.9% | +1.0% | -5.8% |
| 6M | -5.7% | +38.1% | -43.8% | -7.8% |
| YTD | -17.8% | +48.0% | -65.8% | -20.1% |
| 1Y | -23.1% | +34.5% | -57.6% | -24.9% |
| 3Y | +21.2% | +38.3% | -17.1% | +16.0% |
| 5Y | +78.8% | -70.9% | +149.7% | +74.4% |
| All | +118.1% | -51.7% | +169.9% | +115.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling