+169.7%
EXE vs DTE
+52.7%
+117.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.6% |
| 7D | -3.1% | -2.6% | -0.6% | -2.2% |
| 30D | -0.9% | -4.4% | +3.5% | +0.7% |
| 3M | +9.6% | -8.3% | +17.9% | +12.9% |
| 6M | -11.6% | -8.1% | -3.5% | -9.2% |
| YTD | -12.6% | +4.4% | -17.0% | -14.5% |
| 1Y | +1.2% | +0.2% | +1.0% | +0.5% |
| 3Y | +18.0% | +42.6% | -24.6% | +0.7% |
| 5Y | +101.1% | +31.5% | +69.6% | +84.7% |
| All | +169.7% | +52.7% | +117.0% | +152.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling