+14.5%
FIX vs EXE
-22.4%
+36.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.6% | +7.8% | +9.3% |
| 7D | -7.2% | -3.9% | -3.3% | -7.0% |
| 30D | -35.1% | -2.6% | -32.6% | -35.0% |
| 3M | -34.3% | -6.9% | -27.4% | -34.2% |
| 6M | -42.9% | -9.3% | -33.6% | -42.7% |
| YTD | +19.5% | -20.7% | +40.2% | +20.5% |
| All | +14.5% | -22.4% | +36.9% | +18.4% |
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