+152.1%
EXE vs ESI
+108.5%
+43.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | 0.0% |
| 7D | +1.5% | +1.8% | -0.3% | +1.0% |
| 30D | -0.2% | -6.6% | +6.4% | +1.0% |
| 3M | -9.2% | -9.4% | +0.1% | -7.9% |
| 6M | -7.2% | -24.1% | +16.9% | -2.9% |
| YTD | -18.3% | +37.1% | -55.4% | -28.5% |
| 1Y | -23.6% | +24.5% | -48.2% | -31.3% |
| 3Y | +21.9% | +83.2% | -61.2% | -6.6% |
| 5Y | +73.7% | +44.0% | +29.7% | +37.9% |
| All | +152.1% | +108.5% | +43.6% | +90.0% |
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