+48.6%
ED vs ES
+50.7%
-2.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.1% | 0.0% |
| 7D | +5.2% | +5.9% | -0.8% | +2.5% |
| 30D | +15.5% | +10.2% | +5.3% | +10.6% |
| 3M | +13.0% | +0.4% | +12.6% | +12.7% |
| 6M | +13.1% | +6.9% | +6.2% | +9.8% |
| YTD | +25.3% | +10.5% | +14.8% | +19.7% |
| 1Y | +30.5% | +3.2% | +27.3% | +27.7% |
| All | +48.6% | +50.7% | -2.1% | +21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling