-7.2%
EXE vs UL
+16.0%
-23.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.6% |
| 7D | +1.5% | -1.7% | +3.2% | +1.3% |
| 30D | -0.2% | +4.5% | -4.7% | +0.5% |
| 3M | -9.2% | +5.5% | -14.7% | -8.5% |
| 6M | -7.2% | +17.0% | -24.2% | -5.4% |
| All | -7.2% | +16.0% | -23.3% | -5.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling