+178.5%
EXE vs ETR
+174.3%
+4.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -0.3% | +1.4% | -1.7% | -0.7% |
| 30D | +8.5% | +1.0% | +7.5% | +8.0% |
| 3M | +5.5% | -1.3% | +6.7% | +5.7% |
| 6M | -5.9% | +1.9% | -7.8% | -6.9% |
| YTD | -9.7% | +18.2% | -27.9% | -15.2% |
| 1Y | +3.6% | +24.7% | -21.1% | -4.5% |
| 3Y | +18.0% | +150.7% | -132.6% | -16.7% |
| 5Y | +109.4% | +127.0% | -17.6% | +56.2% |
| All | +178.5% | +174.3% | +4.2% | +109.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling