+178.5%
EXE vs ES
+1.5%
+177.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.8% |
| 3M | +5.5% | +1.7% | +3.8% | +4.9% |
| 6M | -5.9% | -3.5% | -2.4% | -5.5% |
| YTD | -9.7% | +7.9% | -17.6% | -11.5% |
| 1Y | +3.6% | +17.2% | -13.6% | -0.6% |
| 3Y | +18.0% | +29.3% | -11.3% | +8.9% |
| 5Y | +109.4% | -5.7% | +115.2% | +107.8% |
| All | +178.5% | +1.5% | +177.0% | +181.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling