+68.1%
ESI vs ES
+46.3%
+21.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.8% | +2.4% |
| 7D | -8.5% | +1.9% | -10.4% | -8.9% |
| 30D | -15.7% | +7.1% | -22.7% | -16.9% |
| 3M | -18.2% | -1.9% | -16.3% | -18.0% |
| 6M | -28.8% | +4.4% | -33.2% | -30.0% |
| YTD | +26.3% | +7.3% | +18.9% | +23.1% |
| 1Y | +18.2% | +2.1% | +16.1% | +16.2% |
| 3Y | +68.1% | +41.8% | +26.3% | +44.0% |
| All | +68.1% | +46.3% | +21.8% | +44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling