+174.8%
EXE vs DTE
+56.8%
+118.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | -0.4% | -0.5% | +0.2% | -0.2% |
| 3M | +9.5% | -6.0% | +15.5% | +11.8% |
| 6M | -9.3% | -7.2% | -2.1% | -7.2% |
| YTD | -10.9% | +7.2% | -18.1% | -13.7% |
| 1Y | +4.3% | +4.1% | +0.2% | +2.1% |
| 3Y | +18.8% | +46.9% | -28.1% | +0.2% |
| 5Y | +101.4% | +32.9% | +68.5% | +83.6% |
| All | +174.8% | +56.8% | +118.1% | +154.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling