+45.2%
F vs EXE
+155.8%
-110.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.3% |
| 7D | -0.6% | -3.9% | +3.3% | +0.3% |
| 30D | +2.9% | -2.6% | +5.4% | +3.4% |
| 3M | -9.5% | -6.9% | -2.6% | -8.2% |
| 6M | +4.0% | -9.3% | +13.3% | +5.9% |
| YTD | -1.3% | -20.7% | +19.5% | +3.2% |
| 1Y | -1.9% | -21.8% | +19.9% | +2.7% |
| 3Y | +53.5% | +16.2% | +37.3% | +39.4% |
| 5Y | -15.1% | +61.1% | -76.2% | -31.4% |
| All | +45.2% | +155.8% | -110.6% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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