-66.3%
TEAM vs EXE
+75.1%
-141.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.3% | -6.4% | -4.7% |
| 7D | -22.2% | -2.2% | -20.0% | -21.8% |
| 30D | -28.1% | -0.3% | -27.8% | -28.1% |
| 3M | -2.2% | -9.3% | +7.2% | +0.2% |
| 6M | +62.2% | -7.2% | +69.5% | +64.6% |
| YTD | -8.4% | -18.9% | +10.6% | -3.9% |
| 1Y | -6.6% | -21.7% | +15.1% | -1.3% |
| 3Y | -15.7% | +21.0% | -36.7% | -23.5% |
| All | -66.3% | +75.1% | -141.5% | -72.4% |
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