-24.4%
EXE vs UL
-0.9%
-23.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | +3.6% | -2.5% | +6.0% | +3.5% |
| 30D | -4.3% | +5.7% | -10.0% | -4.3% |
| 3M | -7.7% | +7.0% | -14.6% | -7.6% |
| 6M | -7.2% | +16.1% | -23.3% | -7.9% |
| YTD | -18.5% | +3.6% | -22.1% | -17.5% |
| 1Y | -24.4% | -1.4% | -23.0% | -22.7% |
| All | -24.4% | -0.9% | -23.5% | -22.7% |
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