+4.4%
EL vs ES
+46.6%
-42.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | +7.6% | +0.9% | +6.8% | +7.2% |
| 30D | +15.7% | +5.9% | +9.8% | +12.9% |
| 3M | +30.5% | -1.0% | +31.6% | +30.6% |
| 6M | +32.5% | +7.2% | +25.4% | +28.0% |
| YTD | +9.4% | +7.0% | +2.5% | +5.5% |
| 1Y | +28.4% | +0.5% | +27.9% | +26.4% |
| 3Y | +4.4% | +48.7% | -44.2% | -23.4% |
| All | +4.4% | +46.6% | -42.1% | -23.4% |
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