+56.6%
SPOT vs EXE
+182.2%
-125.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.1% |
| 7D | -3.1% | -3.1% | +0.1% | -2.6% |
| 30D | +7.4% | -0.9% | +8.3% | +7.5% |
| 3M | +8.2% | +9.6% | -1.4% | +6.3% |
| 6M | +2.2% | -11.6% | +13.8% | +4.0% |
| YTD | -9.5% | -12.6% | +3.1% | -7.9% |
| 1Y | -23.8% | +1.2% | -25.0% | -25.0% |
| 3Y | +233.5% | +18.0% | +215.4% | +217.8% |
| 5Y | +112.2% | +101.1% | +11.1% | +77.9% |
| All | +56.6% | +182.2% | -125.6% | +13.4% |
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