+0.5%
LOW vs EXE
-23.9%
+24.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | +0.2% |
| 7D | +1.4% | +5.3% | -3.9% | +1.9% |
| 30D | +21.7% | -2.2% | +23.9% | +21.4% |
| 3M | +5.0% | -5.9% | +10.9% | +4.4% |
| 6M | +4.6% | -5.7% | +10.3% | +4.2% |
| YTD | -3.5% | -17.8% | +14.3% | -2.4% |
| 1Y | +0.5% | -23.1% | +23.7% | +3.6% |
| All | +0.5% | -23.9% | +24.5% | +3.6% |
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