+23.9%
IR vs EXE
+21.0%
+2.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | +2.5% | +5.3% | -2.8% | +1.7% |
| 30D | +9.2% | -2.2% | +11.4% | +9.5% |
| 3M | +0.9% | -5.9% | +6.8% | +1.8% |
| 6M | +19.2% | -5.7% | +25.0% | +19.9% |
| YTD | +7.5% | -17.8% | +25.3% | +10.8% |
| 1Y | +11.7% | -23.1% | +34.9% | +17.2% |
| 3Y | +23.9% | +21.2% | +2.7% | +9.0% |
| All | +23.9% | +21.0% | +2.9% | +9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling