+46.8%
IR vs EXE
+64.7%
-17.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.6% | +3.1% | +4.4% |
| 7D | +5.0% | -3.9% | +8.9% | +5.9% |
| 30D | +10.3% | -2.6% | +12.9% | +10.8% |
| 3M | -0.1% | -6.9% | +6.8% | +1.2% |
| 6M | +14.8% | -9.3% | +24.1% | +16.6% |
| YTD | +9.7% | -20.7% | +30.5% | +14.3% |
| 1Y | +12.2% | -21.8% | +34.0% | +17.0% |
| 3Y | +30.0% | +16.2% | +13.8% | +20.6% |
| 5Y | +46.8% | +61.1% | -14.3% | +31.5% |
| All | +46.8% | +64.7% | -17.9% | +31.5% |
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