+34.2%
O vs EXE
+191.4%
-157.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | -0.7% | -0.3% | -0.5% | -0.7% |
| 30D | -1.9% | +8.5% | -10.3% | -2.8% |
| 3M | +3.8% | +5.5% | -1.6% | +3.1% |
| 6M | -4.7% | -5.9% | +1.1% | -4.3% |
| YTD | +12.5% | -9.7% | +22.2% | +13.4% |
| 1Y | +10.8% | +3.6% | +7.3% | +9.7% |
| 3Y | +28.8% | +18.0% | +10.7% | +24.4% |
| 5Y | +13.2% | +109.4% | -96.2% | +0.9% |
| All | +34.2% | +191.4% | -157.2% | +16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling