-7.4%
EW vs ES
+3.8%
-11.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.4% |
| 7D | +6.5% | +0.1% | +6.4% | +6.4% |
| 30D | +22.5% | +6.7% | +15.8% | +20.7% |
| 3M | +13.0% | +0.3% | +12.6% | +12.8% |
| 6M | +37.1% | +7.4% | +29.7% | +34.7% |
| YTD | +24.1% | +8.4% | +15.7% | +21.4% |
| 1Y | +24.2% | +0.6% | +23.6% | +23.1% |
| 3Y | +64.8% | +50.6% | +14.2% | +41.3% |
| 5Y | -7.4% | +4.8% | -12.3% | -7.6% |
| All | -7.4% | +3.8% | -11.3% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling