+38.4%
ESI vs ES
+17.1%
+21.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +2.9% |
| 7D | +3.3% | +0.3% | +3.0% | +3.3% |
| 30D | -5.9% | -2.0% | -3.9% | -5.8% |
| 3M | -14.1% | +1.7% | -15.8% | -14.6% |
| 6M | +6.6% | -3.5% | +10.1% | +6.7% |
| YTD | +45.0% | +7.9% | +37.1% | +42.9% |
| All | +38.4% | +17.1% | +21.3% | +38.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling