+47.4%
TER vs EXE
-24.1%
+71.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +24.0% | +3.6% | +20.4% | +24.5% |
| 30D | -30.6% | -4.3% | -26.3% | -31.4% |
| 3M | -34.5% | -7.7% | -26.8% | -35.5% |
| 6M | -26.4% | -7.2% | -19.1% | -27.7% |
| YTD | +36.4% | -18.5% | +54.9% | +36.4% |
| 1Y | +47.4% | -24.4% | +71.8% | +55.6% |
| All | +47.4% | -24.1% | +71.5% | +55.6% |
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