-28.9%
TEAM vs EXE
+188.3%
-217.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.8% | +1.0% |
| 7D | -7.8% | -2.2% | -5.6% | -7.3% |
| 30D | +16.5% | -0.8% | +17.3% | +16.7% |
| 3M | +96.2% | +10.0% | +86.1% | +91.7% |
| 6M | +130.2% | -6.3% | +136.5% | +132.2% |
| YTD | +10.7% | -10.7% | +21.4% | +12.9% |
| 1Y | +3.0% | +2.7% | +0.3% | +1.2% |
| 3Y | -13.1% | +19.1% | -32.2% | -18.3% |
| 5Y | -52.7% | +105.4% | -158.2% | -55.6% |
| All | -28.9% | +188.3% | -217.1% | -33.6% |
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