+1,582.2%
EL vs ES
+698.1%
+884.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +20.5% |
| 3M | +25.7% | +1.7% | +24.0% | +24.8% |
| 6M | +5.4% | -3.5% | +9.0% | +6.2% |
| YTD | +0.2% | +7.9% | -7.7% | -2.4% |
| 1Y | +20.4% | +17.2% | +3.3% | +13.9% |
| 3Y | -32.1% | +29.3% | -61.4% | -38.1% |
| 5Y | -67.2% | -5.7% | -61.4% | -67.4% |
| 10Y | +31.7% | +85.2% | -53.5% | +8.4% |
| All | +1,582.2% | +698.1% | +884.1% | +913.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling