+20.5%
XYZ vs EXE
-22.0%
+42.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.6% |
| 7D | +12.1% | -6.6% | +18.7% | +11.0% |
| 30D | +12.4% | -4.0% | +16.4% | +11.6% |
| 3M | +8.2% | -7.5% | +15.6% | +6.8% |
| 6M | +20.7% | -11.7% | +32.3% | +19.1% |
| YTD | +31.3% | -22.0% | +53.3% | +30.3% |
| 1Y | +20.5% | -21.8% | +42.3% | +16.4% |
| All | +20.5% | -22.0% | +42.5% | +16.4% |
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 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