-56.9%
TE vs XE
-70.1%
+13.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.5% | -10.4% | -6.0% | -10.8% |
| 7D | -20.3% | -23.1% | +2.8% | -7.9% |
| 30D | -40.0% | -41.7% | +1.7% | -20.7% |
| 3M | -58.3% | -52.8% | -5.6% | -40.7% |
| 6M | -57.3% | -68.4% | +11.1% | -33.1% |
| All | -56.9% | -70.1% | +13.2% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 1y: compounded portfolio wealth divided by compounded XE 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…
1y analysis · Full analysis span regression · 6 months rolling