+42.1%
EAT vs ES
+17.8%
+24.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.3% |
| 7D | -4.9% | +1.4% | -6.3% | -4.8% |
| 30D | -1.2% | -1.2% | 0.0% | -1.3% |
| 3M | +52.2% | +5.0% | +47.3% | +52.7% |
| 6M | +65.0% | -2.8% | +67.9% | +64.3% |
| YTD | +55.0% | +8.6% | +46.4% | +55.4% |
| 1Y | +42.1% | +18.9% | +23.1% | +29.1% |
| All | +42.1% | +17.8% | +24.3% | +29.1% |
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 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