+7,232.4%
EW vs ES
+757.7%
+6,474.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +0.8% |
| 7D | +6.8% | +5.9% | +0.8% | +4.9% |
| 30D | +16.6% | +10.2% | +6.4% | +13.0% |
| 3M | +13.3% | +0.4% | +12.9% | +13.0% |
| 6M | +21.6% | +6.9% | +14.7% | +18.8% |
| YTD | +18.3% | +10.5% | +7.8% | +13.9% |
| 1Y | +21.7% | +3.2% | +18.5% | +19.2% |
| 3Y | +50.3% | +49.0% | +1.3% | +27.6% |
| 5Y | -15.0% | +4.5% | -19.5% | -19.3% |
| 10Y | +237.5% | +92.3% | +145.1% | +159.9% |
| All | +7,232.4% | +757.7% | +6,474.7% | +3,631.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling