+322.4%
NET vs EXE
+7.2%
+315.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -1.8% |
| 7D | -16.4% | -4.7% | -11.7% | -15.3% |
| 30D | -25.8% | +1.0% | -26.9% | -26.1% |
| 3M | -11.5% | -5.6% | -5.9% | -10.4% |
| 6M | +18.9% | -12.3% | +31.2% | +22.8% |
| YTD | +35.2% | -19.5% | +54.7% | +42.2% |
| 1Y | +14.5% | -18.9% | +33.3% | +19.5% |
| All | +322.4% | +7.2% | +315.3% | +319.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling