+62.6%
XYZ vs EXE
+21.0%
+41.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.7% |
| 7D | -1.1% | +5.3% | -6.4% | -1.9% |
| 30D | +11.5% | -2.2% | +13.7% | +11.8% |
| 3M | +1.8% | -5.9% | +7.7% | +2.7% |
| 6M | +21.2% | -5.7% | +26.9% | +22.0% |
| YTD | +29.9% | -17.8% | +47.8% | +34.8% |
| 1Y | +35.8% | -23.1% | +58.9% | +44.1% |
| 3Y | +62.6% | +21.2% | +41.4% | +46.0% |
| All | +62.6% | +21.0% | +41.6% | +46.0% |
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