+175.5%
EXE vs UL
+22.1%
+153.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.6% | +0.4% |
| 7D | -2.2% | -4.1% | +1.9% | -1.9% |
| 30D | -0.8% | -1.2% | +0.4% | -0.7% |
| 3M | +10.0% | +6.0% | +4.1% | +9.3% |
| 6M | -6.3% | -5.5% | -0.9% | -5.9% |
| YTD | -10.7% | -3.3% | -7.3% | -10.5% |
| 1Y | +2.7% | -9.8% | +12.5% | +3.7% |
| 3Y | +19.1% | +20.1% | -1.0% | +15.9% |
| 5Y | +105.4% | +19.2% | +86.2% | +99.2% |
| All | +175.5% | +22.1% | +153.4% | +172.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling