+195.3%
TER vs EXE
+192.2%
+3.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.1% |
| 7D | +11.0% | -1.8% | +12.7% | +11.4% |
| 30D | -1.9% | +6.4% | -8.3% | -3.5% |
| 3M | -0.7% | +9.2% | -9.9% | -3.0% |
| 6M | +36.4% | -7.0% | +43.3% | +37.7% |
| YTD | +92.4% | -9.5% | +101.9% | +94.9% |
| 1Y | +213.5% | +6.2% | +207.3% | +202.4% |
| 3Y | +277.2% | +20.7% | +256.5% | +250.3% |
| 5Y | +219.1% | +103.6% | +115.5% | +171.2% |
| All | +195.3% | +192.2% | +3.1% | +119.8% |
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 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