+150.1%
EXE vs TAP
-2.5%
+152.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.2% |
| 7D | -2.2% | -4.5% | +2.3% | -1.4% |
| 30D | -0.3% | +7.5% | -7.8% | -2.0% |
| 3M | -9.3% | -4.9% | -4.4% | -8.7% |
| 6M | -7.2% | -3.5% | -3.7% | -7.1% |
| YTD | -18.9% | -11.4% | -7.5% | -17.6% |
| 1Y | -21.7% | -10.8% | -10.9% | -20.6% |
| 3Y | +21.0% | -24.5% | +45.5% | +25.8% |
| 5Y | +76.0% | +2.5% | +73.5% | +58.5% |
| All | +150.1% | -2.5% | +152.7% | +125.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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