-24.7%
LOW vs EXE
+5.1%
-29.8%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -2.6% | -2.2% | -0.4% | -2.8% |
| 30D | -11.1% | -0.8% | -10.3% | -11.2% |
| 3M | -8.5% | +10.0% | -18.5% | -7.7% |
| 6M | -20.8% | -6.3% | -14.5% | -20.8% |
| YTD | -17.2% | -10.7% | -6.5% | -16.8% |
| 1Y | -24.7% | +2.7% | -27.4% | -22.0% |
| All | -24.7% | +5.1% | -29.8% | -22.0% |
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 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