+379.9%
EAT vs ES
+6.6%
+373.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | +0.2% |
| 7D | -4.0% | +2.7% | -6.7% | -4.5% |
| 30D | -2.9% | +7.6% | -10.5% | -4.3% |
| 3M | -16.9% | +0.5% | -17.4% | -17.0% |
| 6M | +57.0% | +7.6% | +49.4% | +54.1% |
| YTD | +38.2% | +10.2% | +28.0% | +34.6% |
| 1Y | +69.3% | +1.8% | +67.4% | +67.1% |
| 3Y | +483.0% | +55.4% | +427.6% | +395.6% |
| All | +379.9% | +6.6% | +373.3% | +354.5% |
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 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