+35.6%
ESI vs ES
+1.4%
+34.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.8% | +2.6% |
| 7D | -8.5% | +1.9% | -10.4% | -9.1% |
| 30D | -15.7% | +7.1% | -22.7% | -17.5% |
| 3M | -18.2% | -1.9% | -16.3% | -18.0% |
| 6M | -28.8% | +4.4% | -33.2% | -30.3% |
| YTD | +26.3% | +7.3% | +18.9% | +22.1% |
| 1Y | +18.2% | +2.1% | +16.1% | +15.7% |
| 3Y | +68.1% | +41.8% | +26.3% | +43.2% |
| All | +35.6% | +1.4% | +34.2% | +29.0% |
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 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