+60,787.5%
EME vs ES
+857.9%
+59,929.5%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.9% |
| 7D | +1.9% | +0.3% | +1.6% | +1.8% |
| 30D | -8.3% | -2.0% | -6.3% | -7.7% |
| 3M | -10.7% | +1.7% | -12.4% | -11.7% |
| 6M | +1.9% | -3.5% | +5.4% | +2.5% |
| YTD | +23.5% | +7.9% | +15.6% | +19.2% |
| 1Y | +18.0% | +17.2% | +0.8% | +10.3% |
| 3Y | +236.1% | +29.3% | +206.8% | +193.8% |
| 5Y | +527.9% | -5.7% | +533.6% | +510.5% |
| 10Y | +1,252.8% | +85.2% | +1,167.6% | +883.7% |
| All | +60,787.5% | +857.9% | +59,929.5% | +28,664.1% |
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