+183.4%
TER vs EXE
+191.4%
-8.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.6% | +5.7% |
| 7D | +0.6% | -0.3% | +0.9% | +0.6% |
| 30D | -8.3% | +8.5% | -16.7% | -10.2% |
| 3M | -12.2% | +5.5% | -17.7% | -13.6% |
| 6M | +17.1% | -5.9% | +23.0% | +17.8% |
| YTD | +84.7% | -9.7% | +94.4% | +87.1% |
| 1Y | +199.9% | +3.6% | +196.3% | +191.3% |
| 3Y | +232.8% | +18.0% | +214.7% | +210.6% |
| 5Y | +198.6% | +109.4% | +89.2% | +152.4% |
| All | +183.4% | +191.4% | -8.0% | +111.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling