+43.2%
TER vs EXE
-18.4%
+61.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.9% | -3.9% | -7.4% |
| 7D | -19.9% | -4.7% | -15.2% | -20.7% |
| 30D | -43.5% | +1.0% | -44.6% | -43.2% |
| 3M | -37.8% | -5.6% | -32.2% | -38.4% |
| 6M | -25.6% | -12.3% | -13.3% | -27.3% |
| YTD | +29.8% | -19.5% | +49.3% | +28.5% |
| 1Y | +43.2% | -18.9% | +62.0% | +40.8% |
| All | +43.2% | -18.4% | +61.6% | +40.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling