+28.0%
EL vs ES
-0.3%
+28.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +2.9% |
| 7D | +8.0% | -0.1% | +8.1% | +7.9% |
| 30D | +15.4% | +5.7% | +9.7% | +13.8% |
| 3M | +28.5% | -2.8% | +31.3% | +29.1% |
| 6M | +32.2% | +7.0% | +25.3% | +29.3% |
| YTD | +9.2% | +6.8% | +2.4% | +6.9% |
| All | +28.0% | -0.3% | +28.3% | +27.2% |
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