+1,757.9%
FIX vs EXE
+163.8%
+1,594.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.8% | +4.3% | +4.8% |
| 7D | +6.4% | +1.5% | +4.9% | +6.1% |
| 30D | -29.1% | -0.2% | -28.9% | -29.0% |
| 3M | -31.1% | -9.2% | -21.9% | -29.3% |
| 6M | -42.8% | -7.2% | -35.6% | -41.9% |
| YTD | +24.6% | -18.3% | +42.9% | +30.6% |
| 1Y | +21.9% | -23.6% | +45.6% | +30.4% |
| 3Y | +524.9% | +21.9% | +503.0% | +483.3% |
| 5Y | +1,092.2% | +73.7% | +1,018.6% | +897.6% |
| All | +1,757.9% | +163.8% | +1,594.1% | +1,242.1% |
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 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