+12.6%
IR vs EXE
-22.4%
+35.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.6% | +3.1% | +4.8% |
| 7D | +5.0% | -3.9% | +8.9% | +4.6% |
| 30D | +10.3% | -2.6% | +12.9% | +10.1% |
| 3M | -0.1% | -6.9% | +6.8% | -0.6% |
| 6M | +14.8% | -9.3% | +24.1% | +13.5% |
| YTD | +9.7% | -20.7% | +30.5% | +9.0% |
| All | +12.6% | -22.4% | +35.0% | +12.1% |
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