+1.2%
EXE vs UL
-9.2%
+10.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.1% |
| 7D | -3.1% | -3.4% | +0.2% | -3.2% |
| 30D | -0.9% | +0.5% | -1.4% | -0.9% |
| 3M | +9.6% | +7.2% | +2.3% | +9.2% |
| 6M | -11.6% | -3.1% | -8.6% | -10.7% |
| YTD | -12.6% | -2.7% | -9.8% | -11.4% |
| 1Y | +1.2% | -10.2% | +11.4% | +5.8% |
| All | +1.2% | -9.2% | +10.3% | +5.8% |
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