+20.3%
EXE vs USFR
+14.0%
+6.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | -0.4% | +0.3% | -0.6% | -0.3% |
| 3M | +9.5% | +1.0% | +8.5% | +9.4% |
| 6M | -9.3% | +1.9% | -11.3% | -9.6% |
| YTD | -10.9% | +2.7% | -13.6% | -11.5% |
| 1Y | +4.3% | +4.0% | +0.3% | +3.6% |
| All | +20.3% | +14.0% | +6.2% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling