+12.5%
A vs ES
+1.4%
+11.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +2.6% |
| 7D | -0.1% | +1.9% | -1.9% | -0.7% |
| 30D | +3.4% | +7.1% | -3.7% | +1.1% |
| 3M | +23.8% | -1.9% | +25.8% | +24.2% |
| 6M | +49.0% | +4.4% | +44.6% | +46.2% |
| YTD | +29.4% | +7.3% | +22.1% | +25.4% |
| 1Y | +19.4% | +2.1% | +17.2% | +17.0% |
| 3Y | +66.2% | +41.8% | +24.3% | +40.5% |
| All | +12.5% | +1.4% | +11.1% | +9.6% |
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 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