+153.4%
EXE vs UL
+32.3%
+121.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.8% |
| 7D | +5.3% | +1.1% | +4.2% | +5.2% |
| 30D | -2.2% | +4.5% | -6.7% | -2.5% |
| 3M | -5.9% | +6.5% | -12.4% | -6.4% |
| 6M | -5.7% | +18.2% | -23.9% | -7.3% |
| YTD | -17.8% | +4.7% | -22.5% | -18.2% |
| 1Y | -23.1% | +0.8% | -23.9% | -23.1% |
| 3Y | +21.2% | +35.9% | -14.7% | +16.6% |
| 5Y | +78.8% | +33.4% | +45.4% | +72.9% |
| All | +153.4% | +32.3% | +121.2% | +148.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling