+13.7%
O vs EXE
+106.6%
-92.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -0.6% | -1.8% | +1.2% | -0.3% |
| 30D | -2.0% | +6.4% | -8.4% | -2.7% |
| 3M | +3.0% | +9.2% | -6.2% | +1.8% |
| 6M | -3.6% | -7.0% | +3.3% | -3.0% |
| YTD | +12.1% | -9.5% | +21.5% | +13.0% |
| 1Y | +8.9% | +6.2% | +2.7% | +7.4% |
| 3Y | +30.3% | +20.7% | +9.6% | +25.2% |
| 5Y | +13.7% | +103.6% | -89.9% | -0.2% |
| All | +13.7% | +106.6% | -92.9% | -0.2% |
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