-65.6%
XE vs DTE
-5.0%
-60.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +2.4% | -10.9% | -7.2% |
| 7D | -12.9% | +4.2% | -17.1% | -11.1% |
| 30D | -30.3% | +10.0% | -40.2% | -27.2% |
| 3M | -45.9% | -2.1% | -43.8% | -48.4% |
| 6M | -66.2% | -4.7% | -61.6% | -68.7% |
| All | -65.6% | -5.0% | -60.5% | -68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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