+107.1%
EXE vs S
-52.7%
+159.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.0% |
| 7D | -6.6% | -13.4% | +6.9% | -5.9% |
| 30D | -4.0% | -14.0% | +10.0% | -3.4% |
| 3M | -7.5% | +4.9% | -12.3% | -8.0% |
| 6M | -11.7% | +42.0% | -53.7% | -13.7% |
| YTD | -22.0% | +45.1% | -67.1% | -24.1% |
| 1Y | -21.8% | +33.1% | -54.9% | -23.6% |
| 3Y | +8.0% | +40.6% | -32.6% | +3.3% |
| 5Y | +62.3% | -67.5% | +129.8% | +59.2% |
| All | +107.1% | -52.7% | +159.8% | +104.5% |
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