+154.1%
MAR vs EXE
+100.7%
+53.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.1% |
| 7D | -0.5% | -2.7% | +2.2% | 0.0% |
| 30D | -4.7% | -0.4% | -4.3% | -4.6% |
| 3M | -15.6% | +9.5% | -25.1% | -17.2% |
| 6M | +1.2% | -9.3% | +10.6% | +2.7% |
| YTD | +7.5% | -10.9% | +18.4% | +9.1% |
| 1Y | +26.6% | +4.3% | +22.3% | +23.5% |
| 3Y | +66.0% | +18.8% | +47.1% | +55.1% |
| 5Y | +154.1% | +101.4% | +52.7% | +113.3% |
| All | +154.1% | +100.7% | +53.4% | +113.3% |
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