+112.6%
SPOT vs EXE
+100.7%
+11.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.8% |
| 7D | -6.5% | -2.7% | -3.8% | -6.1% |
| 30D | +2.2% | -0.4% | +2.6% | +2.2% |
| 3M | +5.4% | +9.5% | -4.1% | +3.7% |
| 6M | -4.0% | -9.3% | +5.3% | -2.8% |
| YTD | -9.9% | -10.9% | +1.0% | -8.7% |
| 1Y | -27.3% | +4.3% | -31.6% | -28.7% |
| 3Y | +236.4% | +18.8% | +217.6% | +221.1% |
| 5Y | +112.6% | +101.4% | +11.2% | +83.4% |
| All | +112.6% | +100.7% | +11.9% | +83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling