-18.9%
EXE vs ETR
+18.4%
-37.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.7% | -5.6% | -3.4% |
| 7D | -4.7% | +3.7% | -8.4% | -5.4% |
| 30D | +1.0% | +11.0% | -10.0% | -1.2% |
| 3M | -5.6% | +3.4% | -9.0% | -6.4% |
| 6M | -12.3% | -3.3% | -9.0% | -11.7% |
| YTD | -19.5% | +23.3% | -42.7% | -23.7% |
| 1Y | -18.9% | +19.2% | -38.1% | -20.6% |
| All | -18.9% | +18.4% | -37.3% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling