-61.0%
W vs EXE
+165.2%
-226.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | +0.2% | +5.3% | -5.2% | -1.2% |
| 30D | +6.8% | -2.2% | +9.0% | +7.2% |
| 3M | +10.7% | -5.9% | +16.6% | +12.0% |
| 6M | +86.3% | -5.7% | +92.1% | +87.0% |
| YTD | +11.5% | -17.8% | +29.3% | +15.6% |
| 1Y | +5.1% | -23.1% | +28.2% | +11.3% |
| 3Y | +171.0% | +21.2% | +149.8% | +135.8% |
| 5Y | -56.6% | +78.8% | -135.4% | -65.7% |
| All | -61.0% | +165.2% | -226.2% | -71.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling