+18.0%
EXE vs NTRS
+168.2%
-150.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.3% |
| 7D | -3.1% | +1.4% | -4.5% | -3.4% |
| 30D | -0.9% | -0.7% | -0.3% | -0.8% |
| 3M | +9.6% | +11.3% | -1.8% | +7.4% |
| 6M | -11.6% | +35.5% | -47.1% | -17.0% |
| YTD | -12.6% | +40.6% | -53.2% | -19.0% |
| 1Y | +1.2% | +49.2% | -48.0% | -7.9% |
| 3Y | +18.0% | +167.2% | -149.2% | -9.5% |
| All | +18.0% | +168.2% | -150.1% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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