+66.1%
T vs EXE
+20.3%
+45.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.4% |
| 7D | +2.0% | +1.5% | +0.5% | +1.9% |
| 30D | -1.0% | -0.2% | -0.8% | -1.0% |
| 3M | -8.1% | -9.2% | +1.1% | -7.8% |
| 6M | -8.3% | -7.2% | -1.0% | -8.0% |
| YTD | -6.1% | -18.3% | +12.2% | -5.7% |
| 1Y | -7.4% | -23.6% | +16.2% | -6.9% |
| All | +66.1% | +20.3% | +45.8% | +69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling