+138.0%
B vs ES
+1.4%
+136.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +1.6% |
| 7D | +9.6% | +1.9% | +7.7% | +8.9% |
| 30D | +3.5% | +7.1% | -3.5% | +0.9% |
| 3M | -1.6% | -1.9% | +0.4% | -1.0% |
| 6M | -1.7% | +4.4% | -6.0% | -3.6% |
| YTD | -5.3% | +7.3% | -12.6% | -8.2% |
| 1Y | +27.2% | +2.1% | +25.1% | +24.9% |
| 3Y | +166.1% | +41.8% | +124.3% | +124.5% |
| All | +138.0% | +1.4% | +136.5% | +136.6% |
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