+47.6%
EXC vs ES
-5.6%
+53.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.7% |
| 7D | +0.3% | +0.3% | 0.0% | +0.1% |
| 30D | -3.7% | -2.0% | -1.8% | -2.7% |
| 3M | -1.3% | +1.7% | -3.0% | -2.1% |
| 6M | -9.7% | -3.5% | -6.2% | -8.1% |
| YTD | +2.9% | +7.9% | -5.0% | -1.6% |
| 1Y | +4.4% | +17.2% | -12.8% | -5.8% |
| 3Y | +22.2% | +29.3% | -7.1% | +1.6% |
| All | +47.6% | -5.6% | +53.3% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 5y: compounded portfolio wealth divided by compounded ES 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…
5y analysis · Full analysis span regression · 6 months rolling