+86.8%
RF vs EXE
+155.8%
-69.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.7% |
| 7D | -0.1% | -3.9% | +3.8% | +1.0% |
| 30D | +7.0% | -2.6% | +9.6% | +7.7% |
| 3M | -7.0% | -6.9% | -0.2% | -5.4% |
| 6M | +6.8% | -9.3% | +16.1% | +9.1% |
| YTD | +9.9% | -20.7% | +30.6% | +16.1% |
| 1Y | +21.1% | -21.8% | +43.0% | +28.2% |
| 3Y | +119.6% | +16.2% | +103.4% | +99.1% |
| 5Y | +46.2% | +61.1% | -14.9% | +13.7% |
| All | +86.8% | +155.8% | -69.0% | +18.9% |
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