+140.6%
EXE vs ES
+0.9%
+139.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.3% |
| 7D | -6.6% | +1.9% | -8.5% | -6.9% |
| 30D | -4.0% | +7.1% | -11.0% | -5.3% |
| 3M | -7.5% | -1.9% | -5.5% | -7.2% |
| 6M | -11.7% | +4.4% | -16.0% | -12.7% |
| YTD | -22.0% | +7.3% | -29.3% | -23.5% |
| 1Y | -21.8% | +2.1% | -23.9% | -22.7% |
| 3Y | +8.0% | +41.8% | -33.8% | -2.9% |
| 5Y | +62.3% | +1.4% | +60.8% | +63.7% |
| All | +140.6% | +0.9% | +139.7% | +142.9% |
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