-67.9%
XYZ vs EXE
+191.4%
-259.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.4% |
| 7D | -1.0% | -0.3% | -0.7% | -0.9% |
| 30D | -1.7% | +8.5% | -10.2% | -4.3% |
| 3M | +16.7% | +5.5% | +11.3% | +14.2% |
| 6M | +26.9% | -5.9% | +32.8% | +28.1% |
| YTD | +27.1% | -9.7% | +36.9% | +29.5% |
| 1Y | +9.3% | +3.6% | +5.7% | +5.2% |
| 3Y | +42.3% | +18.0% | +24.2% | +28.4% |
| 5Y | -69.3% | +109.4% | -178.7% | -75.7% |
| All | -67.9% | +191.4% | -259.2% | -76.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling