+1,682.6%
EL vs ES
+693.7%
+988.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.1% | +3.1% |
| 7D | +0.8% | +1.9% | -1.1% | +0.1% |
| 30D | +16.5% | +7.1% | +9.5% | +14.0% |
| 3M | +29.2% | -1.9% | +31.1% | +29.6% |
| 6M | +27.9% | +4.4% | +23.6% | +25.8% |
| YTD | +6.2% | +7.3% | -1.1% | +3.4% |
| 1Y | +27.2% | +2.1% | +25.0% | +25.3% |
| 3Y | +3.2% | +41.8% | -38.6% | -8.5% |
| 5Y | -66.0% | +1.4% | -67.4% | -66.9% |
| 10Y | +58.3% | +86.8% | -28.4% | +29.9% |
| All | +1,682.6% | +693.7% | +988.9% | +974.1% |
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