+40.9%
XYZ vs EXE
+18.5%
+22.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.5% |
| 7D | -1.0% | -0.3% | -0.7% | -1.0% |
| 30D | -1.7% | +8.5% | -10.2% | -3.5% |
| 3M | +16.7% | +5.5% | +11.3% | +15.1% |
| 6M | +26.9% | -5.9% | +32.8% | +28.4% |
| YTD | +27.1% | -9.7% | +36.9% | +29.9% |
| 1Y | +9.3% | +3.6% | +5.7% | +5.4% |
| All | +40.9% | +18.5% | +22.4% | +25.4% |
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