+148.0%
ALL vs ES
+2.9%
+145.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -3.9% | -0.1% | -3.8% | -3.8% |
| 30D | +10.6% | +5.7% | +4.9% | +8.6% |
| 3M | -4.6% | -2.8% | -1.8% | -3.7% |
| 6M | +20.2% | +7.0% | +13.2% | +17.5% |
| YTD | +23.7% | +6.8% | +16.9% | +20.5% |
| 1Y | +27.9% | -0.5% | +28.3% | +27.0% |
| 3Y | +109.2% | +47.2% | +62.0% | +76.2% |
| 5Y | +148.0% | +2.3% | +145.7% | +140.9% |
| All | +148.0% | +2.9% | +145.1% | +140.9% |
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