+19.3%
RF vs EXE
-20.6%
+39.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.1% | -0.8% |
| 7D | +0.3% | -2.2% | +2.6% | +0.3% |
| 30D | +6.2% | -0.3% | +6.5% | +6.2% |
| 3M | -7.8% | -9.3% | +1.5% | -8.0% |
| 6M | +5.9% | -7.2% | +13.2% | +5.8% |
| YTD | +9.0% | -18.9% | +27.9% | +9.4% |
| 1Y | +19.3% | -21.7% | +40.9% | +20.2% |
| All | +19.3% | -20.6% | +39.9% | +20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling