+84.1%
RF vs EXE
+161.3%
-77.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.2% |
| 7D | +0.4% | +2.9% | -2.5% | -0.5% |
| 30D | +5.6% | -4.9% | +10.5% | +7.0% |
| 3M | -8.9% | -8.3% | -0.6% | -6.8% |
| 6M | +7.1% | -7.8% | +14.9% | +9.0% |
| YTD | +8.3% | -19.0% | +27.4% | +13.7% |
| 1Y | +16.8% | -24.8% | +41.7% | +25.4% |
| 3Y | +115.0% | +20.8% | +94.2% | +92.6% |
| 5Y | +46.4% | +76.2% | -29.8% | +10.5% |
| All | +84.1% | +161.3% | -77.2% | +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 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