+372.3%
EAT vs ES
+1.4%
+370.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | 0.0% | -2.3% |
| 7D | -2.6% | +1.9% | -4.5% | -3.0% |
| 30D | +11.5% | +7.1% | +4.4% | +10.0% |
| 3M | -9.1% | -1.9% | -7.2% | -8.8% |
| 6M | +40.4% | +4.4% | +36.1% | +38.8% |
| YTD | +43.9% | +7.3% | +36.6% | +40.9% |
| 1Y | +101.9% | +2.1% | +99.8% | +98.9% |
| 3Y | +489.9% | +41.8% | +448.0% | +415.7% |
| All | +372.3% | +1.4% | +370.8% | +348.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling