+85.6%
V vs EXE
+187.5%
-101.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.1% |
| 7D | -2.9% | -2.7% | -0.2% | -2.5% |
| 30D | +1.9% | -0.4% | +2.2% | +1.9% |
| 3M | +13.2% | +9.5% | +3.8% | +11.7% |
| 6M | +16.7% | -9.3% | +26.1% | +18.0% |
| YTD | +5.4% | -10.9% | +16.3% | +6.6% |
| 1Y | +7.7% | +4.3% | +3.4% | +6.2% |
| 3Y | +52.0% | +18.8% | +33.2% | +46.3% |
| 5Y | +67.7% | +101.4% | -33.7% | +54.6% |
| All | +85.6% | +187.5% | -101.9% | +68.8% |
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 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