+16.1%
EL vs ES
+17.8%
-1.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.2% |
| 7D | +1.7% | +1.4% | +0.3% | +1.4% |
| 30D | +15.5% | -1.2% | +16.7% | +15.7% |
| 3M | +20.6% | +5.0% | +15.6% | +19.0% |
| 6M | +10.5% | -2.8% | +13.3% | +11.4% |
| YTD | -1.9% | +8.6% | -10.5% | -3.7% |
| 1Y | +16.1% | +18.9% | -2.9% | +16.6% |
| All | +16.1% | +17.8% | -1.7% | +16.6% |
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