-53.8%
TEAM vs EXE
+106.6%
-160.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.3% | -7.2% | -7.0% |
| 7D | -5.7% | -1.8% | -3.9% | -5.3% |
| 30D | +18.3% | +6.4% | +11.9% | +16.6% |
| 3M | +80.2% | +9.2% | +71.0% | +76.0% |
| 6M | +111.0% | -7.0% | +118.0% | +113.6% |
| YTD | +8.8% | -9.5% | +18.3% | +10.8% |
| 1Y | +2.2% | +6.2% | -4.1% | -0.8% |
| 3Y | -14.6% | +20.7% | -35.3% | -20.8% |
| 5Y | -53.8% | +103.6% | -157.4% | -58.1% |
| All | -53.8% | +106.6% | -160.4% | -58.1% |
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