-7.5%
IR vs EXE
+4.5%
-12.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -2.1% |
| 7D | -1.9% | -2.7% | +0.8% | -2.0% |
| 30D | -15.0% | -0.4% | -14.7% | -15.1% |
| 3M | -0.4% | +9.5% | -9.9% | 0.0% |
| 6M | -15.0% | -9.3% | -5.7% | -14.9% |
| YTD | -7.1% | -10.9% | +3.9% | -6.5% |
| 1Y | -7.5% | +4.3% | -11.8% | -4.9% |
| All | -7.5% | +4.5% | -12.0% | -4.9% |
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