+105.4%
EXE vs DTE
+31.2%
+74.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.5% | +0.7% |
| 7D | -2.2% | -2.0% | -0.2% | -1.5% |
| 30D | -0.8% | -2.4% | +1.6% | +0.1% |
| 3M | +10.0% | -7.3% | +17.3% | +13.1% |
| 6M | -6.3% | -7.6% | +1.3% | -3.8% |
| YTD | -10.7% | +5.8% | -16.5% | -13.3% |
| 1Y | +2.7% | +2.3% | +0.3% | +1.0% |
| 3Y | +19.1% | +45.0% | -25.9% | -0.7% |
| 5Y | +105.4% | +33.2% | +72.2% | +85.5% |
| All | +105.4% | +31.2% | +74.2% | +85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling