+52.2%
EW vs ES
+46.3%
+5.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +1.6% |
| 7D | +11.0% | +1.9% | +9.1% | +10.8% |
| 30D | +19.1% | +7.1% | +12.0% | +18.1% |
| 3M | +14.4% | -1.9% | +16.3% | +14.5% |
| 6M | +22.8% | +4.4% | +18.4% | +22.1% |
| YTD | +19.8% | +7.3% | +12.5% | +18.8% |
| 1Y | +23.9% | +2.1% | +21.8% | +23.0% |
| 3Y | +52.2% | +41.8% | +10.4% | +42.2% |
| All | +52.2% | +46.3% | +5.9% | +42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling