+169.7%
EXE vs ET
+383.7%
-214.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.5% |
| 7D | -3.1% | +0.2% | -3.4% | -3.3% |
| 30D | -0.9% | +2.9% | -3.8% | -2.9% |
| 3M | +9.6% | +16.8% | -7.2% | -1.6% |
| 6M | -11.6% | +18.9% | -30.5% | -21.6% |
| YTD | -12.6% | +37.7% | -50.3% | -29.9% |
| 1Y | +1.2% | +32.4% | -31.3% | -16.7% |
| 3Y | +18.0% | +99.5% | -81.5% | -29.1% |
| 5Y | +101.1% | +244.0% | -142.9% | -14.8% |
| All | +169.7% | +383.7% | -214.0% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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