+1,643.6%
EL vs ES
+717.4%
+926.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.1% | -6.0% | -4.5% |
| 7D | -1.1% | +5.9% | -7.0% | -2.8% |
| 30D | +15.3% | +10.2% | +5.1% | +11.9% |
| 3M | +24.2% | +0.4% | +23.8% | +23.8% |
| 6M | +30.9% | +6.9% | +24.0% | +27.8% |
| YTD | +3.9% | +10.5% | -6.6% | +0.3% |
| 1Y | +19.9% | +3.2% | +16.7% | +17.8% |
| 3Y | +2.5% | +49.0% | -46.5% | -10.4% |
| 5Y | -66.7% | +4.5% | -71.2% | -67.9% |
| 10Y | +54.9% | +92.3% | -37.4% | +26.0% |
| All | +1,643.6% | +717.4% | +926.2% | +941.7% |
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