-7.2%
EXE vs UL
+16.0%
-23.2%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.2% |
| 7D | +3.6% | -2.5% | +6.0% | +3.2% |
| 30D | -4.3% | +5.7% | -10.0% | -3.5% |
| 3M | -7.7% | +7.0% | -14.6% | -6.7% |
| 6M | -7.2% | +16.1% | -23.3% | -5.6% |
| All | -7.2% | +16.0% | -23.2% | -5.6% |
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