+115.3%
EXE vs S
-49.1%
+164.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.3% |
| 7D | -2.2% | +1.4% | -3.6% | -2.3% |
| 30D | -0.3% | -10.8% | +10.5% | +0.2% |
| 3M | -9.3% | +5.4% | -14.7% | -9.8% |
| 6M | -7.2% | +41.2% | -48.5% | -9.3% |
| YTD | -18.9% | +56.2% | -75.1% | -21.4% |
| 1Y | -21.7% | +36.3% | -58.0% | -23.5% |
| 3Y | +21.0% | +49.4% | -28.4% | +15.4% |
| 5Y | +76.0% | -66.9% | +142.8% | +71.3% |
| All | +115.3% | -49.1% | +164.3% | +111.7% |
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