+141.8%
ED vs ES
+92.3%
+49.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -1.0% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | +11.2% | +6.7% | +4.5% | +6.5% |
| 3M | +11.8% | +0.3% | +11.4% | +11.5% |
| 6M | +14.1% | +7.4% | +6.7% | +8.6% |
| YTD | +23.0% | +8.4% | +14.6% | +15.7% |
| 1Y | +23.7% | +0.6% | +23.0% | +21.2% |
| 3Y | +47.7% | +50.6% | -2.9% | +4.8% |
| 5Y | +82.6% | +4.8% | +77.8% | +68.8% |
| 10Y | +141.8% | +93.1% | +48.7% | +27.4% |
| All | +141.8% | +92.3% | +49.4% | +27.4% |
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