+2,105.4%
FIX vs EXE
+109.5%
+1,996.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.2% |
| 7D | +6.0% | -0.3% | +6.3% | +6.1% |
| 30D | -7.2% | +8.5% | -15.7% | -9.4% |
| 3M | -15.9% | +5.5% | -21.3% | -17.4% |
| 6M | +12.7% | -5.9% | +18.6% | +14.1% |
| YTD | +72.8% | -9.7% | +82.5% | +76.2% |
| 1Y | +122.9% | +3.6% | +119.3% | +116.4% |
| 3Y | +774.3% | +18.0% | +756.3% | +720.5% |
| All | +2,105.4% | +109.5% | +1,996.0% | +1,690.2% |
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