+73.7%
EXE vs UL
+31.1%
+42.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.9% |
| 7D | +1.5% | -1.7% | +3.2% | +1.7% |
| 30D | -0.2% | +4.5% | -4.7% | -0.6% |
| 3M | -9.2% | +5.5% | -14.7% | -9.7% |
| 6M | -7.2% | +17.0% | -24.2% | -9.0% |
| YTD | -18.3% | +3.2% | -21.5% | -18.6% |
| 1Y | -23.6% | -1.9% | -21.7% | -23.4% |
| 3Y | +21.9% | +33.6% | -11.6% | +16.3% |
| 5Y | +73.7% | +31.5% | +42.2% | +64.7% |
| All | +73.7% | +31.1% | +42.5% | +64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling