+41.4%
EXC vs ES
+2.9%
+38.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | +9.3% | +5.7% | +3.6% | +6.0% |
| 3M | +1.0% | -2.8% | +3.8% | +2.6% |
| 6M | +5.9% | +7.0% | -1.0% | +2.1% |
| YTD | +7.6% | +6.8% | +0.9% | +3.5% |
| 1Y | +2.4% | -0.5% | +2.9% | +1.6% |
| 3Y | +30.2% | +47.2% | -16.9% | -1.3% |
| 5Y | +41.4% | +2.3% | +39.1% | +43.2% |
| All | +41.4% | +2.9% | +38.4% | +43.2% |
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