+24.3%
W vs EXE
-18.4%
+42.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.9% | +13.9% | +9.8% |
| 7D | +8.4% | -4.7% | +13.0% | +6.4% |
| 30D | +16.5% | +1.0% | +15.5% | +17.1% |
| 3M | +6.4% | -5.6% | +12.1% | +4.4% |
| 6M | +90.5% | -12.3% | +102.8% | +85.9% |
| YTD | +23.1% | -19.5% | +42.5% | +24.3% |
| 1Y | +24.3% | -18.9% | +43.1% | +23.0% |
| All | +24.3% | -18.4% | +42.7% | +23.0% |
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