+65.5%
A vs ES
+53.3%
+12.2%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | -0.5% | +2.7% | -3.2% | -1.0% |
| 30D | 0.0% | +7.6% | -7.6% | -1.7% |
| 3M | +16.7% | +0.5% | +16.2% | +16.5% |
| 6M | +54.8% | +7.6% | +47.2% | +51.8% |
| YTD | +28.8% | +10.2% | +18.6% | +25.1% |
| 1Y | +19.3% | +1.8% | +17.5% | +18.0% |
| 3Y | +65.5% | +55.4% | +10.2% | +37.3% |
| All | +65.5% | +53.3% | +12.2% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling