+150.1%
EXE vs Z
-83.0%
+233.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -5.5% | +7.8% | +2.7% |
| 7D | -2.2% | -6.5% | +4.2% | -1.9% |
| 30D | -0.3% | -0.1% | -0.2% | -0.5% |
| 3M | -9.3% | -14.1% | +4.8% | -8.7% |
| 6M | -7.2% | -30.1% | +22.8% | -5.4% |
| YTD | -18.9% | -57.5% | +38.6% | -14.5% |
| 1Y | -21.7% | -60.3% | +38.6% | -17.1% |
| 3Y | +21.0% | -21.0% | +42.0% | +19.8% |
| 5Y | +76.0% | -54.9% | +130.9% | +72.9% |
| All | +150.1% | -83.0% | +233.1% | +141.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling