+175.5%
EXE vs ESI
+109.2%
+66.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +1.2% |
| 7D | -2.2% | -2.3% | +0.1% | -1.8% |
| 30D | -0.8% | -9.0% | +8.2% | +1.0% |
| 3M | +10.0% | -13.3% | +23.3% | +12.4% |
| 6M | -6.3% | +5.3% | -11.6% | -10.1% |
| YTD | -10.7% | +37.6% | -48.3% | -21.5% |
| 1Y | +2.7% | +33.6% | -30.9% | -9.3% |
| 3Y | +19.1% | +75.8% | -56.7% | -7.0% |
| 5Y | +105.4% | +68.6% | +36.8% | +55.6% |
| All | +175.5% | +109.2% | +66.3% | +108.6% |
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