-18.9%
EXE vs UL
+1.7%
-20.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.3% | -6.2% | -2.9% |
| 7D | -4.7% | +4.7% | -9.3% | -4.6% |
| 30D | +1.0% | +11.6% | -10.6% | +1.0% |
| 3M | -5.6% | +5.3% | -10.9% | -5.6% |
| 6M | -12.3% | +16.0% | -28.4% | -12.8% |
| YTD | -19.5% | +5.0% | -24.5% | -18.4% |
| 1Y | -18.9% | +1.1% | -20.0% | -16.1% |
| All | -18.9% | +1.7% | -20.5% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling