+7.7%
V vs EXE
+4.5%
+3.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.2% |
| 7D | -2.9% | -2.7% | -0.2% | -2.7% |
| 30D | +1.9% | -0.4% | +2.2% | +1.9% |
| 3M | +13.2% | +9.5% | +3.8% | +12.4% |
| 6M | +16.7% | -9.3% | +26.1% | +16.9% |
| YTD | +5.4% | -10.9% | +16.3% | +5.6% |
| 1Y | +7.7% | +4.3% | +3.4% | +6.7% |
| All | +7.7% | +4.5% | +3.2% | +6.7% |
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