+9.1%
IR vs EXE
-18.4%
+27.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.7% |
| 7D | +11.6% | -4.7% | +16.2% | +11.1% |
| 30D | +7.2% | +1.0% | +6.1% | +7.3% |
| 3M | -5.9% | -5.6% | -0.3% | -6.3% |
| 6M | +11.5% | -12.3% | +23.8% | +9.9% |
| YTD | +6.3% | -19.5% | +25.8% | +5.7% |
| 1Y | +9.1% | -18.9% | +28.0% | +8.6% |
| All | +9.1% | -18.4% | +27.5% | +8.6% |
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