-60.8%
W vs EXE
+161.7%
-222.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.3% | -6.0% | -4.3% |
| 7D | +1.1% | -2.2% | +3.3% | +1.6% |
| 30D | +6.4% | -0.3% | +6.7% | +6.3% |
| 3M | +9.0% | -9.3% | +18.3% | +11.3% |
| 6M | +69.8% | -7.2% | +77.0% | +71.1% |
| YTD | +12.1% | -18.9% | +31.0% | +16.6% |
| 1Y | 0.0% | -21.7% | +21.7% | +5.0% |
| 3Y | +160.3% | +21.0% | +139.4% | +126.2% |
| 5Y | -53.3% | +76.0% | -129.3% | -63.0% |
| All | -60.8% | +161.7% | -222.5% | -71.5% |
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