+55.3%
V vs EXE
+20.7%
+34.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.8% |
| 7D | -1.7% | -0.3% | -1.5% | -1.7% |
| 30D | +2.0% | +8.5% | -6.5% | +0.7% |
| 3M | +17.4% | +5.5% | +11.9% | +16.3% |
| 6M | +17.5% | -5.9% | +23.4% | +18.2% |
| YTD | +7.6% | -9.7% | +17.3% | +8.7% |
| 1Y | +7.7% | +3.6% | +4.1% | +5.8% |
| All | +55.3% | +20.7% | +34.6% | +48.4% |
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