+60.0%
EL vs ES
+82.6%
-22.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +3.0% |
| 7D | +8.0% | -0.1% | +8.1% | +8.0% |
| 30D | +15.4% | +5.7% | +9.7% | +12.6% |
| 3M | +28.5% | -2.8% | +31.3% | +29.6% |
| 6M | +32.2% | +7.0% | +25.3% | +27.8% |
| YTD | +9.2% | +6.8% | +2.4% | +5.3% |
| 1Y | +30.8% | -0.5% | +31.3% | +29.3% |
| 3Y | +3.7% | +47.2% | -43.5% | -14.5% |
| 5Y | -64.8% | +2.3% | -67.0% | -66.5% |
| 10Y | +60.0% | +85.6% | -25.6% | +28.5% |
| All | +60.0% | +82.6% | -22.6% | +28.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling