+10,358.7%
EAT vs ES
+1,235.9%
+9,122.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | 0.0% | -2.0% |
| 7D | -2.6% | +1.9% | -4.5% | -3.2% |
| 30D | +11.5% | +7.1% | +4.4% | +9.1% |
| 3M | -9.1% | -1.9% | -7.2% | -8.7% |
| 6M | +40.4% | +4.4% | +36.1% | +37.9% |
| YTD | +43.9% | +7.3% | +36.6% | +39.6% |
| 1Y | +101.9% | +2.1% | +99.8% | +97.9% |
| 3Y | +489.9% | +41.8% | +448.0% | +410.6% |
| 5Y | +362.6% | +1.4% | +361.2% | +341.2% |
| 10Y | +385.7% | +86.8% | +298.9% | +272.9% |
| All | +10,358.7% | +1,235.9% | +9,122.8% | +4,598.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling