-18.9%
EXE vs Z
-54.2%
+35.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +9.4% | -12.3% | -2.8% |
| 7D | -4.7% | +10.2% | -14.8% | -4.5% |
| 30D | +1.0% | +23.7% | -22.7% | +1.2% |
| 3M | -5.6% | -6.6% | +0.9% | -5.7% |
| 6M | -12.3% | -23.0% | +10.7% | -12.0% |
| YTD | -19.5% | -50.3% | +30.8% | -16.6% |
| 1Y | -18.9% | -53.6% | +34.7% | -14.4% |
| All | -18.9% | -54.2% | +35.3% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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