+82.6%
ED vs ES
+6.6%
+76.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +0.9% |
| 7D | +2.1% | +2.7% | -0.6% | +0.6% |
| 30D | +10.4% | +7.6% | +2.8% | +6.1% |
| 3M | +12.5% | +0.5% | +12.1% | +12.2% |
| 6M | +14.9% | +7.6% | +7.3% | +10.3% |
| YTD | +24.8% | +10.2% | +14.6% | +17.9% |
| 1Y | +23.8% | +1.8% | +22.0% | +21.3% |
| 3Y | +51.6% | +55.4% | -3.7% | +10.8% |
| All | +82.6% | +6.6% | +76.0% | +76.8% |
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