+15.5%
A vs ES
+3.8%
+11.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.9% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | +3.3% | +6.7% | -3.4% | +1.1% |
| 3M | +18.5% | +0.3% | +18.2% | +18.1% |
| 6M | +59.3% | +7.4% | +51.9% | +55.0% |
| YTD | +31.0% | +8.4% | +22.6% | +26.5% |
| 1Y | +19.3% | +0.6% | +18.7% | +17.6% |
| 3Y | +66.8% | +50.6% | +16.2% | +37.5% |
| 5Y | +15.5% | +4.8% | +10.7% | +12.2% |
| All | +15.5% | +3.8% | +11.7% | +12.2% |
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