+31.7%
O vs EXE
+187.5%
-155.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.3% |
| 7D | -2.3% | -2.7% | +0.5% | -2.0% |
| 30D | -2.4% | -0.4% | -2.1% | -2.4% |
| 3M | -0.6% | +9.5% | -10.1% | -1.7% |
| 6M | -5.0% | -9.3% | +4.4% | -4.1% |
| YTD | +10.4% | -10.9% | +21.3% | +11.5% |
| 1Y | +6.6% | +4.3% | +2.3% | +5.4% |
| 3Y | +28.4% | +18.8% | +9.6% | +23.9% |
| 5Y | +15.3% | +101.4% | -86.1% | +3.1% |
| All | +31.7% | +187.5% | -155.8% | +14.5% |
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