+153.4%
EXE vs TRU
-11.2%
+164.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +5.3% | 0.0% | +5.3% | +5.3% |
| 30D | -2.2% | +21.3% | -23.5% | -5.0% |
| 3M | -5.9% | +0.2% | -6.1% | -6.2% |
| 6M | -5.7% | +22.4% | -28.1% | -9.1% |
| YTD | -17.8% | -4.8% | -13.0% | -18.1% |
| 1Y | -23.1% | -0.2% | -22.9% | -24.1% |
| 3Y | +21.2% | +57.9% | -36.7% | +6.8% |
| 5Y | +78.8% | -26.1% | +105.0% | +74.9% |
| All | +153.4% | -11.2% | +164.6% | +148.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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