+21.9%
FIX vs EXE
-21.4%
+43.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.8% | +4.3% | +5.0% |
| 7D | +6.4% | +1.5% | +4.9% | +6.3% |
| 30D | -29.1% | -0.2% | -28.9% | -29.1% |
| 3M | -31.1% | -9.2% | -21.9% | -31.1% |
| 6M | -42.8% | -7.2% | -35.6% | -42.7% |
| YTD | +24.6% | -18.3% | +42.9% | +26.0% |
| 1Y | +21.9% | -23.6% | +45.6% | +30.8% |
| All | +21.9% | -21.4% | +43.3% | +30.8% |
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