+235.5%
EW vs ES
+85.7%
+149.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +2.3% |
| 7D | +11.0% | +1.9% | +9.1% | +10.3% |
| 30D | +19.1% | +7.1% | +12.0% | +16.3% |
| 3M | +14.4% | -1.9% | +16.3% | +14.9% |
| 6M | +22.8% | +4.4% | +18.4% | +20.7% |
| YTD | +19.8% | +7.3% | +12.5% | +16.2% |
| 1Y | +23.9% | +2.1% | +21.8% | +21.5% |
| 3Y | +52.2% | +41.8% | +10.4% | +28.5% |
| 5Y | -13.9% | +1.4% | -15.4% | -17.2% |
| All | +235.5% | +85.7% | +149.8% | +186.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling