+97.4%
AR vs ES
+6.6%
+90.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | +7.4% | +2.7% | +4.7% | +6.6% |
| 30D | +5.8% | +7.6% | -1.8% | +3.4% |
| 3M | +5.2% | +0.5% | +4.7% | +4.9% |
| 6M | +5.4% | +7.6% | -2.2% | +2.5% |
| YTD | +12.4% | +10.2% | +2.2% | +7.9% |
| 1Y | +12.8% | +1.8% | +11.0% | +10.8% |
| 3Y | +47.2% | +55.4% | -8.2% | +18.6% |
| All | +97.4% | +6.6% | +90.8% | +90.5% |
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