+387.5%
EAT vs ES
+83.4%
+304.1%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | 0.0% | +0.3% | -0.3% | -0.1% |
| 30D | +1.9% | -2.0% | +3.8% | +2.3% |
| 3M | +68.7% | +1.7% | +67.0% | +67.5% |
| 6M | +66.9% | -3.5% | +70.4% | +67.9% |
| YTD | +60.4% | +7.9% | +52.5% | +56.1% |
| 1Y | +44.0% | +17.2% | +26.8% | +35.7% |
| 3Y | +604.7% | +29.3% | +575.4% | +531.8% |
| 5Y | +347.0% | -5.7% | +352.8% | +338.7% |
| All | +387.5% | +83.4% | +304.1% | +354.1% |
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