+3.6%
EXE vs USFR
+4.0%
-0.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.1% |
| 7D | -0.3% | +0.1% | -0.3% | -0.2% |
| 30D | +8.5% | +0.3% | +8.2% | +8.2% |
| 3M | +5.5% | +1.0% | +4.5% | +3.8% |
| 6M | -5.9% | +1.9% | -7.8% | -10.7% |
| YTD | -9.7% | +2.6% | -12.3% | -20.4% |
| 1Y | +3.6% | +4.0% | -0.4% | -14.3% |
| All | +3.6% | +4.0% | -0.4% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling