+20.7%
EXE vs ESI
+82.9%
-62.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -1.8% | +5.4% | -7.2% | -2.4% |
| 30D | +6.4% | -4.2% | +10.6% | +6.8% |
| 3M | +9.2% | -9.6% | +18.9% | +10.0% |
| 6M | -7.0% | +18.3% | -25.3% | -11.0% |
| YTD | -9.5% | +45.8% | -55.3% | -17.8% |
| 1Y | +6.2% | +39.2% | -32.9% | -2.9% |
| 3Y | +20.7% | +86.3% | -65.5% | +1.8% |
| All | +20.7% | +82.9% | -62.2% | +1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling