+174.8%
EXE vs ETR
+174.0%
+0.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.2% |
| 7D | -2.7% | +0.4% | -3.1% | -2.8% |
| 30D | -0.4% | +2.0% | -2.4% | -1.1% |
| 3M | +9.5% | -1.7% | +11.2% | +9.9% |
| 6M | -9.3% | +3.6% | -12.9% | -10.8% |
| YTD | -10.9% | +18.0% | -29.0% | -16.3% |
| 1Y | +4.3% | +26.2% | -21.9% | -4.2% |
| 3Y | +18.8% | +148.0% | -129.2% | -15.7% |
| 5Y | +101.4% | +126.1% | -24.6% | +50.3% |
| All | +174.8% | +174.0% | +0.8% | +106.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling