-62.1%
W vs EXE
+106.6%
-168.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.5% |
| 7D | +6.5% | -1.8% | +8.3% | +7.0% |
| 30D | -6.2% | +6.4% | -12.6% | -7.9% |
| 3M | +48.9% | +9.2% | +39.6% | +44.3% |
| 6M | +31.2% | -7.0% | +38.2% | +33.0% |
| YTD | -0.4% | -9.5% | +9.0% | +1.1% |
| 1Y | +14.8% | +6.2% | +8.6% | +8.9% |
| 3Y | +40.5% | +20.7% | +19.8% | +23.6% |
| 5Y | -62.1% | +103.6% | -165.8% | -70.9% |
| All | -62.1% | +106.6% | -168.8% | -70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling