+69.5%
F vs EXE
+191.4%
-121.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.6% | +1.7% |
| 7D | +5.3% | -0.3% | +5.6% | +5.4% |
| 30D | +4.6% | +8.5% | -3.9% | +2.5% |
| 3M | -3.7% | +5.5% | -9.1% | -5.1% |
| 6M | +16.8% | -5.9% | +22.7% | +17.8% |
| YTD | +15.3% | -9.7% | +25.0% | +17.1% |
| 1Y | +31.0% | +3.6% | +27.4% | +27.3% |
| 3Y | +45.4% | +18.0% | +27.4% | +32.8% |
| 5Y | +54.7% | +109.4% | -54.8% | +15.5% |
| All | +69.5% | +191.4% | -121.8% | +13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling