-65.4%
W vs EXE
+191.4%
-256.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +2.8% |
| 7D | -4.2% | -0.3% | -3.9% | -4.2% |
| 30D | -7.6% | +8.5% | -16.0% | -9.7% |
| 3M | +37.2% | +5.5% | +31.7% | +34.4% |
| 6M | +26.3% | -5.9% | +32.2% | +27.5% |
| YTD | -1.0% | -9.7% | +8.7% | +0.6% |
| 1Y | +20.1% | +3.6% | +16.5% | +15.1% |
| 3Y | +37.8% | +18.0% | +19.8% | +22.8% |
| 5Y | -63.7% | +109.4% | -173.1% | -72.4% |
| All | -65.4% | +191.4% | -256.7% | -75.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling