-31.9%
EL vs ES
+29.7%
-61.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.6% | +3.2% |
| 7D | +0.8% | +0.3% | +0.5% | +0.7% |
| 30D | +19.8% | -2.0% | +21.8% | +20.6% |
| 3M | +25.7% | +1.7% | +24.0% | +24.4% |
| 6M | +5.4% | -3.5% | +9.0% | +6.6% |
| YTD | +0.2% | +7.9% | -7.7% | -3.6% |
| 1Y | +20.4% | +17.2% | +3.3% | +10.3% |
| All | -31.9% | +29.7% | -61.6% | -45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling