+178.5%
EXE vs ESI
+120.5%
+58.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -1.8% |
| 7D | -0.3% | +3.3% | -3.6% | -1.0% |
| 30D | +8.5% | -5.9% | +14.3% | +9.7% |
| 3M | +5.5% | -14.1% | +19.5% | +8.1% |
| 6M | -5.9% | +6.6% | -12.5% | -9.8% |
| YTD | -9.7% | +45.0% | -54.7% | -21.5% |
| 1Y | +3.6% | +41.5% | -37.9% | -9.7% |
| 3Y | +18.0% | +78.8% | -60.7% | -7.7% |
| 5Y | +109.4% | +70.9% | +38.5% | +58.5% |
| All | +178.5% | +120.5% | +58.0% | +108.5% |
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