+153.4%
EXE vs Z
-82.5%
+235.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.6% | +0.6% |
| 7D | +5.3% | +0.8% | +4.5% | +5.2% |
| 30D | -2.2% | +5.2% | -7.4% | -2.7% |
| 3M | -5.9% | -17.0% | +11.2% | -5.0% |
| 6M | -5.7% | -22.7% | +16.9% | -4.6% |
| YTD | -17.8% | -56.3% | +38.5% | -13.6% |
| 1Y | -23.1% | -57.7% | +34.5% | -19.0% |
| 3Y | +21.2% | -16.5% | +37.7% | +19.6% |
| 5Y | +78.8% | -53.4% | +132.2% | +75.4% |
| All | +153.4% | -82.5% | +235.9% | +143.7% |
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