+139.7%
EXE vs S
-56.8%
+196.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | -0.3% | -7.7% | +7.5% | +0.1% |
| 30D | +8.5% | -5.3% | +13.8% | +8.7% |
| 3M | +5.5% | +20.3% | -14.8% | +4.2% |
| 6M | -5.9% | +47.4% | -53.3% | -8.2% |
| YTD | -9.7% | +32.5% | -42.3% | -11.5% |
| 1Y | +3.6% | +9.5% | -6.0% | +2.5% |
| 3Y | +18.0% | +15.5% | +2.5% | +14.3% |
| 5Y | +109.4% | -71.2% | +180.6% | +108.6% |
| All | +139.7% | -56.8% | +196.5% | +138.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling