+20.4%
EL vs ES
+16.6%
+3.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.6% | +3.1% |
| 7D | +0.8% | +0.3% | +0.5% | +0.7% |
| 30D | +19.8% | -2.0% | +21.8% | +20.3% |
| 3M | +25.7% | +1.7% | +24.0% | +24.9% |
| 6M | +5.4% | -3.5% | +9.0% | +6.5% |
| YTD | +0.2% | +7.9% | -7.7% | -1.5% |
| 1Y | +20.4% | +17.2% | +3.3% | +20.8% |
| All | +20.4% | +16.6% | +3.9% | +20.8% |
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 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