+103.6%
EXE vs Z
-67.0%
+170.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.4% | +6.7% | +0.8% |
| 7D | -1.8% | -3.3% | +1.5% | -1.6% |
| 30D | +6.4% | -3.7% | +10.1% | +6.6% |
| 3M | +9.2% | -7.0% | +16.2% | +9.5% |
| 6M | -7.0% | -29.5% | +22.5% | -4.8% |
| YTD | -9.5% | -52.6% | +43.1% | -4.3% |
| 1Y | +6.2% | -64.0% | +70.2% | +14.8% |
| 3Y | +20.7% | -36.4% | +57.2% | +21.9% |
| 5Y | +103.6% | -65.8% | +169.4% | +91.9% |
| All | +103.6% | -67.0% | +170.6% | +91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling