+98.1%
AR vs ES
+1.9%
+96.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.4% |
| 7D | -5.8% | +0.9% | -6.6% | -6.1% |
| 30D | +4.8% | +5.9% | -1.1% | +2.9% |
| 3M | +1.5% | -1.0% | +2.5% | +1.6% |
| 6M | +4.7% | +7.2% | -2.5% | +1.8% |
| YTD | +9.2% | +7.0% | +2.2% | +5.7% |
| 1Y | +11.2% | +0.5% | +10.7% | +9.4% |
| 3Y | +46.2% | +48.7% | -2.4% | +19.8% |
| 5Y | +98.1% | +1.9% | +96.1% | +94.4% |
| All | +98.1% | +1.9% | +96.1% | +94.4% |
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