+38.0%
ESI vs ES
+6.6%
+31.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | +5.5% | +2.7% | +2.8% | +4.8% |
| 30D | -7.8% | +7.6% | -15.3% | -9.8% |
| 3M | -15.0% | +0.5% | -15.5% | -15.3% |
| 6M | -24.9% | +7.6% | -32.5% | -27.1% |
| YTD | +33.2% | +10.2% | +23.0% | +28.0% |
| 1Y | +24.9% | +1.8% | +23.1% | +22.7% |
| 3Y | +77.8% | +55.4% | +22.4% | +46.3% |
| All | +38.0% | +6.6% | +31.5% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling