+140.4%
EXE vs S
-57.8%
+198.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.5% | +0.4% |
| 7D | -1.8% | -5.8% | +4.0% | -1.5% |
| 30D | +6.4% | -9.2% | +15.6% | +6.8% |
| 3M | +9.2% | +23.4% | -14.1% | +7.8% |
| 6M | -7.0% | +36.9% | -43.9% | -8.9% |
| YTD | -9.5% | +29.5% | -39.0% | -11.2% |
| 1Y | +6.2% | +5.4% | +0.8% | +5.3% |
| 3Y | +20.7% | +14.7% | +6.0% | +17.0% |
| 5Y | +103.6% | -71.5% | +175.2% | +103.1% |
| All | +140.4% | -57.8% | +198.1% | +139.3% |
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