+2,340.5%
EXC vs ES
+1,243.3%
+1,097.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.8% |
| 7D | +0.3% | +0.3% | 0.0% | +0.1% |
| 30D | -3.7% | -2.0% | -1.8% | -2.7% |
| 3M | -1.3% | +1.7% | -3.0% | -2.1% |
| 6M | -9.7% | -3.5% | -6.2% | -8.1% |
| YTD | +2.9% | +7.9% | -5.0% | -1.5% |
| 1Y | +4.4% | +17.2% | -12.8% | -5.2% |
| 3Y | +22.2% | +29.3% | -7.1% | +2.9% |
| 5Y | +46.7% | -5.7% | +52.5% | +46.4% |
| 10Y | +155.3% | +85.2% | +70.1% | +83.8% |
| All | +2,340.5% | +1,243.3% | +1,097.3% | +680.3% |
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