+106.6%
EXE vs ES
-5.6%
+112.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -0.3% | +0.3% | -0.6% | -0.3% |
| 30D | +8.5% | -2.0% | +10.4% | +8.9% |
| 3M | +5.5% | +1.7% | +3.8% | +4.8% |
| 6M | -5.9% | -3.5% | -2.4% | -5.4% |
| YTD | -9.7% | +7.9% | -17.6% | -11.8% |
| 1Y | +3.6% | +17.2% | -13.6% | -1.5% |
| 3Y | +18.0% | +29.3% | -11.3% | +7.0% |
| All | +106.6% | -5.6% | +112.3% | +114.7% |
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