+432.5%
EWZ vs ES
+648.7%
-216.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | +6.5% | +0.3% | +6.2% | +6.3% |
| 30D | +4.8% | -2.0% | +6.8% | +5.9% |
| 3M | +9.9% | +1.7% | +8.2% | +8.4% |
| 6M | +1.9% | -3.5% | +5.5% | +3.3% |
| YTD | +20.3% | +7.9% | +12.4% | +14.0% |
| 1Y | +35.6% | +17.2% | +18.5% | +21.2% |
| 3Y | +43.4% | +29.3% | +14.1% | +16.4% |
| 5Y | +55.9% | -5.7% | +61.7% | +48.6% |
| 10Y | +84.2% | +85.2% | -1.1% | +5.3% |
| All | +432.5% | +648.7% | -216.2% | +21.6% |
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 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