+72.6%
XYZ vs EXE
+3.8%
+68.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.9% |
| 7D | +12.1% | -6.6% | +18.7% | +13.4% |
| 30D | +12.4% | -4.0% | +16.4% | +12.9% |
| 3M | +8.2% | -7.5% | +15.6% | +9.2% |
| 6M | +20.7% | -11.7% | +32.3% | +22.8% |
| YTD | +31.3% | -22.0% | +53.3% | +37.3% |
| 1Y | +20.5% | -21.8% | +42.3% | +25.7% |
| 3Y | +72.6% | +8.0% | +64.6% | +63.4% |
| All | +72.6% | +3.8% | +68.8% | +63.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling