+3,821.1%
ALL vs ES
+821.1%
+3,000.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -2.9% | -1.6% |
| 7D | +4.2% | +5.9% | -1.7% | +2.1% |
| 30D | +18.9% | +10.2% | +8.7% | +14.9% |
| 3M | +1.2% | +0.4% | +0.8% | +1.0% |
| 6M | +23.2% | +6.9% | +16.4% | +20.2% |
| YTD | +30.0% | +10.5% | +19.5% | +24.8% |
| 1Y | +39.6% | +3.2% | +36.4% | +36.6% |
| 3Y | +115.2% | +49.0% | +66.2% | +81.5% |
| 5Y | +156.2% | +4.5% | +151.8% | +143.8% |
| 10Y | +398.0% | +92.3% | +305.7% | +273.7% |
| All | +3,821.1% | +821.1% | +3,000.0% | +1,732.1% |
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