+3.3%
RF vs EXE
-13.3%
+16.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.1% | -2.1% |
| 7D | -1.6% | -5.6% | +4.0% | -1.7% |
| 30D | +5.0% | -3.3% | +8.3% | +5.0% |
| 3M | -10.0% | -5.5% | -4.5% | -9.8% |
| 6M | +3.3% | -13.4% | +16.7% | +1.7% |
| All | +3.3% | -13.3% | +16.7% | +1.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling