+21.2%
EXE vs ETR
+155.2%
-134.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | +5.3% | +1.2% | +4.2% | +5.0% |
| 30D | -2.2% | +7.0% | -9.2% | -3.8% |
| 3M | -5.9% | +4.6% | -10.5% | -7.0% |
| 6M | -5.7% | +0.1% | -5.8% | -5.9% |
| YTD | -17.8% | +23.2% | -41.0% | -22.3% |
| 1Y | -23.1% | +20.6% | -43.7% | -26.9% |
| 3Y | +21.2% | +156.3% | -135.1% | -4.2% |
| All | +21.2% | +155.2% | -134.0% | -4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling