+349.8%
EAT vs ES
+82.6%
+267.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | -3.9% | -0.1% | -3.8% | -3.9% |
| 30D | +5.0% | +5.7% | -0.7% | +3.4% |
| 3M | -9.6% | -2.8% | -6.8% | -9.1% |
| 6M | +46.8% | +7.0% | +39.8% | +43.5% |
| YTD | +41.8% | +6.8% | +35.0% | +38.2% |
| 1Y | +98.3% | -0.5% | +98.8% | +96.2% |
| 3Y | +503.1% | +47.2% | +455.9% | +418.1% |
| 5Y | +356.7% | +2.3% | +354.4% | +336.1% |
| 10Y | +349.8% | +85.6% | +264.1% | +333.5% |
| All | +349.8% | +82.6% | +267.2% | +333.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling