+1,052.1%
FIX vs EXE
+74.7%
+977.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.7% |
| 7D | +17.0% | +3.6% | +13.5% | +15.9% |
| 30D | -30.6% | -4.3% | -26.3% | -29.6% |
| 3M | -35.0% | -7.7% | -27.4% | -33.6% |
| 6M | -44.0% | -7.2% | -36.7% | -43.1% |
| YTD | +21.1% | -18.5% | +39.7% | +27.1% |
| 1Y | +16.3% | -24.4% | +40.6% | +24.7% |
| 3Y | +507.4% | +21.6% | +485.8% | +468.5% |
| 5Y | +1,052.1% | +77.3% | +974.7% | +899.8% |
| All | +1,052.1% | +74.7% | +977.4% | +899.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling