+16.2%
W vs EXE
+4.5%
+11.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.7% | -0.4% |
| 7D | +5.9% | -2.7% | +8.6% | +4.8% |
| 30D | -3.0% | -0.4% | -2.7% | -3.1% |
| 3M | +40.3% | +9.5% | +30.9% | +45.7% |
| 6M | +32.2% | -9.3% | +41.6% | +32.8% |
| YTD | -0.3% | -10.9% | +10.6% | +2.1% |
| 1Y | +16.2% | +4.3% | +11.9% | +32.2% |
| All | +16.2% | +4.5% | +11.7% | +32.2% |
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