+113.3%
V vs EXE
+155.8%
-42.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.3% |
| 7D | -0.8% | -3.9% | +3.1% | -0.3% |
| 30D | +9.5% | -2.6% | +12.1% | +9.8% |
| 3M | +16.7% | -6.9% | +23.5% | +17.6% |
| 6M | +32.9% | -9.3% | +42.3% | +34.4% |
| YTD | +21.1% | -20.7% | +41.8% | +24.3% |
| 1Y | +26.6% | -21.8% | +48.5% | +30.2% |
| 3Y | +78.4% | +16.2% | +62.2% | +72.2% |
| 5Y | +105.5% | +61.1% | +44.4% | +92.6% |
| All | +113.3% | +155.8% | -42.5% | +96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling