+2,207.4%
ED vs ES
+1,243.3%
+964.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.8% | -1.1% |
| 7D | -0.2% | +0.3% | -0.5% | -0.3% |
| 30D | -0.1% | -2.0% | +1.8% | +0.8% |
| 3M | +3.9% | +1.7% | +2.3% | +3.1% |
| 6M | -3.0% | -3.5% | +0.5% | -1.5% |
| YTD | +10.7% | +7.9% | +2.8% | +6.5% |
| 1Y | +13.3% | +17.2% | -3.8% | +4.1% |
| 3Y | +34.5% | +29.3% | +5.2% | +16.1% |
| 5Y | +67.1% | -5.7% | +72.9% | +67.4% |
| 10Y | +103.0% | +85.2% | +17.8% | +55.5% |
| All | +2,207.4% | +1,243.3% | +964.1% | +816.3% |
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