-30.1%
AR vs ES
+173.1%
-203.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.1% | -4.9% | -3.2% |
| 7D | -11.7% | +5.9% | -17.6% | -12.8% |
| 30D | +1.8% | +10.2% | -8.4% | -0.4% |
| 3M | +6.0% | +0.4% | +5.6% | +5.7% |
| 6M | -7.0% | +6.9% | -13.9% | -8.8% |
| YTD | +5.6% | +10.5% | -4.9% | +2.5% |
| 1Y | +10.8% | +3.2% | +7.6% | +9.1% |
| 3Y | +19.3% | +49.0% | -29.7% | +6.5% |
| 5Y | +73.3% | +4.5% | +68.9% | +67.6% |
| 10Y | +47.6% | +92.3% | -44.7% | +33.5% |
| All | -30.1% | +173.1% | -203.2% | -34.7% |
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