+77.6%
V vs EXE
+3.8%
+73.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | +2.2% | -6.6% | +8.8% | +3.1% |
| 30D | +13.6% | -4.0% | +17.6% | +14.1% |
| 3M | +14.3% | -7.5% | +21.7% | +15.3% |
| 6M | +33.1% | -11.7% | +44.8% | +35.1% |
| YTD | +21.2% | -22.0% | +43.2% | +24.9% |
| 1Y | +26.4% | -21.8% | +48.2% | +29.9% |
| 3Y | +77.6% | +8.0% | +69.6% | +73.1% |
| All | +77.6% | +3.8% | +73.8% | +73.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling