+325.9%
EAT vs ES
+92.3%
+233.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.5% | +2.5% |
| 7D | -8.9% | +0.1% | -9.1% | -9.0% |
| 30D | +3.4% | +6.7% | -3.3% | +1.6% |
| 3M | -9.3% | +0.3% | -9.7% | -9.5% |
| 6M | +43.8% | +7.4% | +36.4% | +40.4% |
| YTD | +39.9% | +8.4% | +31.5% | +35.8% |
| 1Y | +89.7% | +0.6% | +89.1% | +87.2% |
| 3Y | +491.3% | +50.6% | +440.6% | +404.3% |
| 5Y | +365.4% | +4.8% | +360.6% | +341.3% |
| 10Y | +325.9% | +93.1% | +232.8% | +301.5% |
| All | +325.9% | +92.3% | +233.6% | +301.5% |
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