+476.0%
A vs ES
+708.7%
-232.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.9% |
| 7D | -1.9% | +0.3% | -2.2% | -2.1% |
| 30D | +6.9% | -2.0% | +8.9% | +7.7% |
| 3M | +9.2% | +1.7% | +7.6% | +8.1% |
| 6M | +25.7% | -3.5% | +29.2% | +26.8% |
| YTD | +11.5% | +7.9% | +3.6% | +6.6% |
| 1Y | +18.4% | +17.2% | +1.2% | +7.7% |
| 3Y | +26.6% | +29.3% | -2.7% | +7.3% |
| 5Y | -12.8% | -5.7% | -7.1% | -15.1% |
| 10Y | +247.2% | +85.2% | +162.0% | +127.7% |
| All | +476.0% | +708.7% | -232.7% | +93.6% |
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 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