+8.0%
EXE vs S
+34.5%
-26.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -0.9% |
| 7D | -6.6% | -13.4% | +6.9% | -6.3% |
| 30D | -4.0% | -14.0% | +10.0% | -3.7% |
| 3M | -7.5% | +4.9% | -12.3% | -7.7% |
| 6M | -11.7% | +42.0% | -53.7% | -12.6% |
| YTD | -22.0% | +45.1% | -67.1% | -22.9% |
| 1Y | -21.8% | +33.1% | -54.9% | -22.5% |
| 3Y | +8.0% | +40.6% | -32.6% | +3.4% |
| All | +8.0% | +34.5% | -26.4% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling