+4.3%
EXE vs Z
-64.1%
+68.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.6% |
| 7D | -2.7% | -7.1% | +4.3% | -2.7% |
| 30D | -0.4% | -4.8% | +4.4% | -0.4% |
| 3M | +9.5% | -9.3% | +18.8% | +9.7% |
| 6M | -9.3% | -29.0% | +19.6% | -8.6% |
| YTD | -10.9% | -52.9% | +42.0% | -7.6% |
| 1Y | +4.3% | -63.1% | +67.4% | +9.0% |
| All | +4.3% | -64.1% | +68.4% | +9.0% |
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 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