+96.4%
RF vs EXE
+191.4%
-94.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.3% |
| 7D | +1.3% | -0.3% | +1.6% | +1.4% |
| 30D | -3.6% | +8.5% | -12.1% | -6.0% |
| 3M | +8.1% | +5.5% | +2.6% | +6.0% |
| 6M | +11.5% | -5.9% | +17.4% | +12.7% |
| YTD | +15.6% | -9.7% | +25.3% | +17.8% |
| 1Y | +15.7% | +3.6% | +12.1% | +12.2% |
| 3Y | +86.9% | +18.0% | +68.9% | +70.0% |
| 5Y | +89.8% | +109.4% | -19.6% | +34.2% |
| All | +96.4% | +191.4% | -94.9% | +20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling