+153.4%
EXE vs ETR
+185.9%
-32.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | +5.3% | +1.2% | +4.2% | +4.9% |
| 30D | -2.2% | +7.0% | -9.2% | -4.4% |
| 3M | -5.9% | +4.6% | -10.5% | -7.3% |
| 6M | -5.7% | +0.1% | -5.8% | -6.0% |
| YTD | -17.8% | +23.2% | -41.0% | -23.9% |
| 1Y | -23.1% | +20.6% | -43.7% | -28.3% |
| 3Y | +21.2% | +156.3% | -135.1% | -14.9% |
| 5Y | +78.8% | +159.6% | -80.8% | +30.2% |
| All | +153.4% | +185.9% | -32.5% | +88.0% |
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