+175.4%
MAR vs EXE
+182.2%
-6.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.1% |
| 7D | -0.5% | -3.1% | +2.6% | 0.0% |
| 30D | -5.4% | -0.9% | -4.5% | -5.3% |
| 3M | -15.5% | +9.6% | -25.1% | -17.2% |
| 6M | +3.0% | -11.6% | +14.6% | +5.1% |
| YTD | +8.5% | -12.6% | +21.1% | +10.6% |
| 1Y | +26.0% | +1.2% | +24.8% | +23.5% |
| 3Y | +68.6% | +18.0% | +50.6% | +57.2% |
| 5Y | +157.4% | +101.1% | +56.3% | +107.0% |
| All | +175.4% | +182.2% | -6.8% | +99.6% |
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 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