+94.8%
TER vs EXE
+161.7%
-66.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -0.8% |
| 7D | -8.9% | -2.2% | -6.7% | -8.3% |
| 30D | -39.1% | -0.3% | -38.7% | -38.9% |
| 3M | -32.8% | -9.3% | -23.4% | -31.4% |
| 6M | -31.7% | -7.2% | -24.5% | -31.0% |
| YTD | +26.9% | -18.9% | +45.8% | +31.7% |
| 1Y | +33.6% | -21.7% | +55.3% | +39.7% |
| 3Y | +181.5% | +21.0% | +160.5% | +161.3% |
| 5Y | +76.1% | +76.0% | +0.2% | +54.9% |
| All | +94.8% | +161.7% | -66.9% | +48.5% |
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