-24.9%
TEAM vs EXE
+191.4%
-216.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.5% | -2.4% |
| 7D | -0.4% | -0.3% | -0.2% | -0.4% |
| 30D | +67.3% | +8.5% | +58.8% | +64.5% |
| 3M | +86.8% | +5.5% | +81.3% | +84.3% |
| 6M | +146.8% | -5.9% | +152.7% | +148.9% |
| YTD | +16.9% | -9.7% | +26.6% | +18.9% |
| 1Y | +12.8% | +3.6% | +9.2% | +10.6% |
| 3Y | -7.3% | +18.0% | -25.3% | -12.6% |
| 5Y | -50.7% | +109.4% | -160.1% | -53.8% |
| All | -24.9% | +191.4% | -216.3% | -30.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling