+206.8%
NET vs EXE
+191.4%
+15.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.6% |
| 7D | -7.0% | -0.3% | -6.7% | -6.9% |
| 30D | -4.8% | +8.5% | -13.2% | -7.5% |
| 3M | +3.8% | +5.5% | -1.6% | +1.7% |
| 6M | +50.0% | -5.9% | +55.9% | +52.4% |
| YTD | +41.5% | -9.7% | +51.2% | +45.0% |
| 1Y | +32.8% | +3.6% | +29.3% | +28.2% |
| 3Y | +335.9% | +18.0% | +317.8% | +297.8% |
| 5Y | +113.8% | +109.4% | +4.4% | +73.5% |
| All | +206.8% | +191.4% | +15.4% | +133.5% |
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