-40.9%
XE vs TRU
+6.0%
-46.9%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.8% | -9.1% | -10.0% |
| 7D | -4.6% | -6.5% | +1.8% | -5.7% |
| 30D | -16.4% | -2.5% | -13.9% | -16.8% |
| 3M | -15.5% | +10.4% | -25.9% | -14.7% |
| All | -40.9% | +6.0% | -46.9% | -39.8% |
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 · Available span rolling