+25.4%
ED vs ES
-0.1%
+25.5%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +2.1% | +0.9% | +1.3% | +1.8% |
| 30D | +12.4% | +5.9% | +6.5% | +9.7% |
| 3M | +13.1% | -1.0% | +14.2% | +13.4% |
| 6M | +14.1% | +7.2% | +6.9% | +11.7% |
| YTD | +23.1% | +7.0% | +16.1% | +21.3% |
| 1Y | +25.4% | +0.5% | +25.0% | +24.5% |
| All | +25.4% | -0.1% | +25.5% | +24.5% |
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 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