-63.7%
XYZ vs EXE
+76.7%
-140.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.6% |
| 7D | -1.1% | +5.3% | -6.4% | -2.7% |
| 30D | +11.5% | -2.2% | +13.7% | +12.0% |
| 3M | +1.8% | -5.9% | +7.7% | +3.4% |
| 6M | +21.2% | -5.7% | +26.9% | +22.3% |
| YTD | +29.9% | -17.8% | +47.8% | +36.4% |
| 1Y | +35.8% | -23.1% | +58.9% | +46.2% |
| 3Y | +62.6% | +21.2% | +41.4% | +40.6% |
| All | -63.7% | +76.7% | -140.4% | -74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling