-65.3%
EL vs ES
+6.6%
-71.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.8% |
| 7D | +1.5% | +2.7% | -1.2% | +0.4% |
| 30D | +10.0% | +7.6% | +2.4% | +6.4% |
| 3M | +28.4% | +0.5% | +27.9% | +27.7% |
| 6M | +37.1% | +7.6% | +29.5% | +31.9% |
| YTD | +7.8% | +10.2% | -2.4% | +2.3% |
| 1Y | +26.0% | +1.8% | +24.2% | +23.4% |
| 3Y | +3.8% | +55.4% | -51.6% | -19.0% |
| All | -65.3% | +6.6% | -71.9% | -68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling