+44.0%
EAT vs ES
+16.6%
+27.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.5% |
| 7D | 0.0% | +0.3% | -0.3% | 0.0% |
| 30D | +1.9% | -2.0% | +3.8% | +1.7% |
| 3M | +68.7% | +1.7% | +67.0% | +68.8% |
| 6M | +66.9% | -3.5% | +70.4% | +66.1% |
| YTD | +60.4% | +7.9% | +52.5% | +60.7% |
| 1Y | +44.0% | +17.2% | +26.8% | +31.8% |
| All | +44.0% | +16.6% | +27.4% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling