+178.5%
EXE vs Z
-79.7%
+258.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +1.0% | -1.0% |
| 7D | -0.3% | -3.0% | +2.7% | -0.1% |
| 30D | +8.5% | -4.2% | +12.6% | +8.7% |
| 3M | +5.5% | -3.7% | +9.2% | +5.5% |
| 6M | -5.9% | -24.5% | +18.6% | -4.4% |
| YTD | -9.7% | -49.3% | +39.6% | -5.7% |
| 1Y | +3.6% | -58.7% | +62.3% | +9.7% |
| 3Y | +18.0% | -34.1% | +52.2% | +19.0% |
| 5Y | +109.4% | -64.5% | +174.0% | +103.0% |
| All | +178.5% | -79.7% | +258.1% | +165.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling