+23.1%
LOW vs EXE
+188.3%
-165.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -2.6% | -2.2% | -0.4% | -2.5% |
| 30D | -11.1% | -0.8% | -10.3% | -11.1% |
| 3M | -8.5% | +10.0% | -18.5% | -9.3% |
| 6M | -20.8% | -6.3% | -14.5% | -20.5% |
| YTD | -17.2% | -10.7% | -6.5% | -16.6% |
| 1Y | -24.7% | +2.7% | -27.4% | -25.3% |
| 3Y | -9.7% | +19.1% | -28.9% | -12.9% |
| 5Y | +6.0% | +105.4% | -99.4% | -0.7% |
| All | +23.1% | +188.3% | -165.2% | +13.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling