-66.7%
U vs EXE
+187.5%
-254.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.1% |
| 7D | +4.4% | -2.7% | +7.1% | +5.1% |
| 30D | -1.3% | -0.4% | -0.9% | -1.3% |
| 3M | +49.6% | +9.5% | +40.1% | +45.4% |
| 6M | +100.2% | -9.3% | +109.5% | +104.4% |
| YTD | -3.7% | -10.9% | +7.2% | -2.0% |
| 1Y | -6.5% | +4.3% | -10.8% | -10.3% |
| 3Y | +12.9% | +18.8% | -5.9% | +2.4% |
| 5Y | -68.3% | +101.4% | -169.7% | -74.3% |
| All | -66.7% | +187.5% | -254.2% | -76.3% |
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