+234.1%
TER vs EXE
+4.5%
+229.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +2.9% |
| 7D | +12.4% | -2.7% | +15.1% | +11.9% |
| 30D | +5.1% | -0.4% | +5.5% | +5.2% |
| 3M | +4.0% | +9.5% | -5.5% | +4.8% |
| 6M | +29.5% | -9.3% | +38.9% | +31.6% |
| YTD | +98.5% | -10.9% | +109.4% | +101.5% |
| 1Y | +234.1% | +4.3% | +229.8% | +272.5% |
| All | +234.1% | +4.5% | +229.6% | +272.5% |
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 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