+495.0%
FIX vs EXE
+18.1%
+476.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.0% | -1.5% |
| 7D | -13.9% | -2.2% | -11.7% | -13.1% |
| 30D | -35.5% | -0.3% | -35.2% | -35.4% |
| 3M | -33.9% | -9.3% | -24.6% | -31.8% |
| 6M | -43.3% | -7.2% | -36.1% | -42.2% |
| YTD | +18.7% | -18.9% | +37.6% | +26.5% |
| 1Y | +13.8% | -21.7% | +35.5% | +23.1% |
| 3Y | +495.0% | +21.0% | +474.0% | +438.4% |
| All | +495.0% | +18.1% | +476.8% | +438.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling