+144.5%
EXE vs ESI
+101.8%
+42.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.1% | -3.5% | +0.5% |
| 7D | -3.9% | -3.5% | -0.5% | -3.3% |
| 30D | -2.6% | -9.3% | +6.7% | -0.8% |
| 3M | -6.9% | -12.8% | +5.9% | -4.7% |
| 6M | -9.3% | -24.6% | +15.3% | -5.0% |
| YTD | -20.7% | +32.7% | -53.5% | -30.1% |
| 1Y | -21.8% | +20.3% | -42.1% | -29.2% |
| 3Y | +16.2% | +80.2% | -64.0% | -10.9% |
| 5Y | +61.1% | +40.0% | +21.2% | +28.7% |
| All | +144.5% | +101.8% | +42.7% | +85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling