+43.5%
F vs EXE
+3.8%
+39.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.6% |
| 7D | +1.6% | -6.6% | +8.1% | +2.3% |
| 30D | +2.6% | -4.0% | +6.6% | +3.0% |
| 3M | -8.8% | -7.5% | -1.4% | -8.1% |
| 6M | +4.6% | -11.7% | +16.3% | +5.9% |
| YTD | -1.9% | -22.0% | +20.1% | +1.0% |
| 1Y | -0.8% | -21.8% | +21.0% | +2.0% |
| 3Y | +43.5% | +8.0% | +35.5% | +28.9% |
| All | +43.5% | +3.8% | +39.6% | +28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling