+179.3%
EXE vs ET
+382.8%
-203.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | -1.8% | +0.4% | -2.2% | -2.1% |
| 30D | +6.4% | +6.9% | -0.5% | +1.7% |
| 3M | +9.2% | +13.1% | -3.8% | +0.3% |
| 6M | -7.0% | +18.7% | -25.7% | -17.4% |
| YTD | -9.5% | +37.4% | -46.9% | -27.3% |
| 1Y | +6.2% | +34.8% | -28.6% | -13.6% |
| 3Y | +20.7% | +96.8% | -76.1% | -26.7% |
| 5Y | +103.6% | +238.2% | -134.6% | -13.1% |
| All | +179.3% | +382.8% | -203.5% | +10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling