-14.6%
EW vs ES
+1.4%
-16.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +2.0% |
| 7D | +11.0% | +1.9% | +9.1% | +10.5% |
| 30D | +19.1% | +7.1% | +12.0% | +17.2% |
| 3M | +14.4% | -1.9% | +16.3% | +14.7% |
| 6M | +22.8% | +4.4% | +18.4% | +21.4% |
| YTD | +19.8% | +7.3% | +12.5% | +17.4% |
| 1Y | +23.9% | +2.1% | +21.8% | +22.2% |
| 3Y | +52.2% | +41.8% | +10.4% | +33.3% |
| All | -14.6% | +1.4% | -16.0% | -15.6% |
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