-6.1%
F vs EXE
-23.9%
+17.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | +0.1% |
| 7D | -3.1% | +5.3% | -8.4% | -2.7% |
| 30D | 0.0% | -2.2% | +2.2% | -0.1% |
| 3M | -13.2% | -5.9% | -7.3% | -13.7% |
| 6M | -10.2% | -5.7% | -4.5% | -10.8% |
| YTD | -4.9% | -17.8% | +12.9% | -5.8% |
| 1Y | -6.1% | -23.1% | +17.0% | -5.1% |
| All | -6.1% | -23.9% | +17.8% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling