+73.2%
TER vs EXE
+151.8%
-78.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.4% | +2.8% |
| 7D | -20.5% | -6.6% | -13.9% | -19.2% |
| 30D | -47.0% | -4.0% | -43.0% | -46.5% |
| 3M | -43.3% | -7.5% | -35.8% | -42.5% |
| 6M | -42.9% | -11.7% | -31.2% | -41.7% |
| YTD | +12.9% | -22.0% | +34.9% | +18.1% |
| 1Y | +18.2% | -21.8% | +40.0% | +23.3% |
| 3Y | +151.8% | +8.0% | +143.8% | +139.6% |
| 5Y | +54.2% | +62.3% | -8.1% | +37.6% |
| All | +73.2% | +151.8% | -78.6% | +33.2% |
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