+178.5%
EXE vs TRU
-12.6%
+191.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.9% | +4.8% | -0.3% |
| 7D | -0.3% | -6.8% | +6.5% | +0.7% |
| 30D | +8.5% | 0.0% | +8.4% | +8.4% |
| 3M | +5.5% | +13.3% | -7.8% | +3.2% |
| 6M | -5.9% | +3.4% | -9.3% | -6.9% |
| YTD | -9.7% | -6.4% | -3.3% | -9.6% |
| 1Y | +3.6% | -9.7% | +13.3% | +4.0% |
| 3Y | +18.0% | +0.1% | +17.9% | +14.3% |
| 5Y | +109.4% | -34.0% | +143.5% | +107.8% |
| All | +178.5% | -12.6% | +191.1% | +173.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling