+86.4%
RF vs EXE
+165.2%
-78.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | +1.9% | +5.3% | -3.4% | +0.4% |
| 30D | +7.3% | -2.2% | +9.5% | +7.9% |
| 3M | -7.9% | -5.9% | -2.0% | -6.5% |
| 6M | +10.5% | -5.7% | +16.2% | +11.7% |
| YTD | +9.6% | -17.8% | +27.5% | +14.7% |
| 1Y | +20.3% | -23.1% | +43.4% | +28.2% |
| 3Y | +119.5% | +21.2% | +98.3% | +96.6% |
| 5Y | +48.2% | +78.8% | -30.6% | +11.4% |
| All | +86.4% | +165.2% | -78.8% | +17.4% |
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 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