+224.6%
ESI vs ES
+161.2%
+63.5%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.1% |
| 7D | +3.3% | +0.3% | +3.0% | +3.2% |
| 30D | -5.9% | -2.0% | -3.9% | -5.4% |
| 3M | -14.1% | +1.7% | -15.8% | -14.9% |
| 6M | +6.6% | -3.5% | +10.1% | +7.1% |
| YTD | +45.0% | +7.9% | +37.1% | +40.8% |
| 1Y | +41.5% | +17.2% | +24.3% | +33.3% |
| 3Y | +78.8% | +29.3% | +49.5% | +61.2% |
| 5Y | +70.9% | -5.7% | +76.6% | +68.1% |
| 10Y | +317.1% | +85.2% | +231.9% | +268.9% |
| All | +224.6% | +161.2% | +63.5% | +185.2% |
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