+23.9%
EW vs ES
+1.8%
+22.1%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +1.5% |
| 7D | +11.0% | +1.9% | +9.1% | +10.8% |
| 30D | +19.1% | +7.1% | +12.0% | +18.5% |
| 3M | +14.4% | -1.9% | +16.3% | +14.2% |
| 6M | +22.8% | +4.4% | +18.4% | +22.6% |
| YTD | +19.8% | +7.3% | +12.5% | +20.2% |
| 1Y | +23.9% | +2.1% | +21.8% | +24.0% |
| All | +23.9% | +1.8% | +22.1% | +24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling