+1,668.8%
FIX vs EXE
+161.7%
+1,507.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.0% | -1.3% |
| 7D | -13.9% | -2.2% | -11.7% | -13.2% |
| 30D | -35.5% | -0.3% | -35.2% | -35.4% |
| 3M | -33.9% | -9.3% | -24.6% | -32.2% |
| 6M | -43.3% | -7.2% | -36.1% | -42.4% |
| YTD | +18.7% | -18.9% | +37.6% | +24.6% |
| 1Y | +13.8% | -21.7% | +35.5% | +20.6% |
| 3Y | +495.0% | +21.0% | +474.0% | +456.5% |
| 5Y | +1,049.0% | +76.0% | +973.1% | +857.6% |
| All | +1,668.8% | +161.7% | +1,507.1% | +1,180.5% |
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 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