+18.0%
EXE vs NTR
+36.8%
-18.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -3.1% | -1.3% | -1.9% | -2.8% |
| 30D | -0.9% | +16.8% | -17.7% | -4.8% |
| 3M | +9.6% | +20.7% | -11.2% | +4.2% |
| 6M | -11.6% | +0.5% | -12.1% | -12.4% |
| YTD | -12.6% | +29.2% | -41.7% | -19.3% |
| 1Y | +1.2% | +39.6% | -38.4% | -8.9% |
| 3Y | +18.0% | +37.9% | -19.8% | +6.6% |
| All | +18.0% | +36.8% | -18.7% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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