+178.5%
EXE vs USFR
+20.4%
+158.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.1% |
| 7D | -0.3% | +0.1% | -0.3% | -0.1% |
| 30D | +8.5% | +0.3% | +8.2% | +9.3% |
| 3M | +5.5% | +1.0% | +4.5% | +8.2% |
| 6M | -5.9% | +1.9% | -7.8% | -1.2% |
| YTD | -9.7% | +2.6% | -12.3% | -3.7% |
| 1Y | +3.6% | +4.0% | -0.4% | +14.5% |
| 3Y | +18.0% | +14.1% | +3.9% | +80.3% |
| 5Y | +109.4% | +20.4% | +89.0% | +286.6% |
| All | +178.5% | +20.4% | +158.1% | +414.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling