+43.9%
EXC vs ES
+5.0%
+39.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.4% | -0.5% |
| 7D | +1.4% | +5.9% | -4.6% | -1.8% |
| 30D | +11.6% | +10.2% | +1.4% | +5.8% |
| 3M | +2.7% | +0.4% | +2.2% | +2.4% |
| 6M | +2.7% | +6.9% | -4.2% | -1.0% |
| YTD | +9.7% | +10.5% | -0.8% | +3.5% |
| 1Y | +4.5% | +3.2% | +1.3% | +1.7% |
| 3Y | +28.5% | +49.0% | -20.6% | -3.1% |
| 5Y | +43.9% | +4.5% | +39.5% | +43.5% |
| All | +43.9% | +5.0% | +39.0% | +43.5% |
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