-6.5%
U vs EXE
+4.5%
-11.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.7% |
| 7D | +4.4% | -2.7% | +7.1% | +4.0% |
| 30D | -1.3% | -0.4% | -0.9% | -1.3% |
| 3M | +49.6% | +9.5% | +40.1% | +51.6% |
| 6M | +100.2% | -9.3% | +109.5% | +98.4% |
| YTD | -3.7% | -10.9% | +7.2% | -4.4% |
| 1Y | -6.5% | +4.3% | -10.8% | -1.8% |
| All | -6.5% | +4.5% | -11.0% | -1.8% |
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