+271.2%
EW vs ES
+98.2%
+173.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.0% |
| 7D | +4.9% | +2.7% | +2.2% | +4.0% |
| 30D | +23.9% | +7.6% | +16.4% | +20.9% |
| 3M | +15.8% | +0.5% | +15.3% | +15.4% |
| 6M | +31.7% | +7.6% | +24.1% | +28.1% |
| YTD | +25.7% | +10.2% | +15.5% | +20.8% |
| 1Y | +24.4% | +1.8% | +22.6% | +22.2% |
| 3Y | +65.9% | +55.4% | +10.5% | +35.0% |
| 5Y | -7.6% | +7.3% | -14.9% | -13.0% |
| All | +271.2% | +98.2% | +173.0% | +212.0% |
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 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