+150.1%
EXE vs ESI
+100.6%
+49.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.4% |
| 7D | -2.2% | -6.6% | +4.4% | -0.9% |
| 30D | -0.3% | -9.8% | +9.5% | +1.6% |
| 3M | -9.3% | -11.9% | +2.6% | -7.5% |
| 6M | -7.2% | -25.1% | +17.9% | -2.7% |
| YTD | -18.9% | +31.9% | -50.8% | -28.4% |
| 1Y | -21.7% | +19.2% | -40.9% | -28.9% |
| 3Y | +21.0% | +76.2% | -55.2% | -6.6% |
| 5Y | +76.0% | +39.4% | +36.6% | +40.6% |
| All | +150.1% | +100.6% | +49.6% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling