+12.4%
O vs EXE
+64.7%
-52.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.6% |
| 7D | +3.3% | -3.9% | +7.2% | +3.8% |
| 30D | +10.3% | -2.6% | +12.9% | +10.6% |
| 3M | -3.5% | -6.9% | +3.4% | -2.8% |
| 6M | -1.3% | -9.3% | +8.0% | -0.3% |
| YTD | +10.3% | -20.7% | +31.1% | +12.9% |
| 1Y | +10.4% | -21.8% | +32.2% | +13.2% |
| 3Y | +40.0% | +16.2% | +23.8% | +34.6% |
| 5Y | +12.4% | +61.1% | -48.7% | +1.0% |
| All | +12.4% | +64.7% | -52.3% | +1.0% |
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