+178.5%
EXE vs UL
+27.2%
+151.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -0.3% | -1.3% | +1.1% | -0.1% |
| 30D | +8.5% | +0.5% | +8.0% | +8.4% |
| 3M | +5.5% | +17.6% | -12.1% | +3.7% |
| 6M | -5.9% | -5.4% | -0.5% | -5.3% |
| YTD | -9.7% | +0.7% | -10.4% | -9.8% |
| 1Y | +3.6% | -9.3% | +12.8% | +4.7% |
| 3Y | +18.0% | +24.5% | -6.5% | +14.5% |
| 5Y | +109.4% | +23.2% | +86.2% | +102.2% |
| All | +178.5% | +27.2% | +151.2% | +174.4% |
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 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