+568.3%
A vs ES
+704.3%
-136.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +3.0% |
| 7D | -0.1% | +1.9% | -1.9% | -1.0% |
| 30D | +3.4% | +7.1% | -3.7% | 0.0% |
| 3M | +23.8% | -1.9% | +25.8% | +24.3% |
| 6M | +49.0% | +4.4% | +44.6% | +44.9% |
| YTD | +29.4% | +7.3% | +22.1% | +23.5% |
| 1Y | +19.4% | +2.1% | +17.2% | +15.7% |
| 3Y | +66.2% | +41.8% | +24.3% | +34.6% |
| 5Y | +15.8% | +1.4% | +14.4% | +8.5% |
| 10Y | +326.1% | +86.8% | +239.3% | +177.2% |
| All | +568.3% | +704.3% | -136.0% | +124.3% |
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