+803.7%
B vs ES
+1,243.3%
-439.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.1% |
| 7D | -1.6% | +0.3% | -1.9% | -1.6% |
| 30D | +9.4% | -2.0% | +11.4% | +9.9% |
| 3M | +5.0% | +1.7% | +3.3% | +4.5% |
| 6M | -3.5% | -3.5% | 0.0% | -3.0% |
| YTD | +4.5% | +7.9% | -3.4% | +2.7% |
| 1Y | +67.8% | +17.2% | +50.6% | +62.0% |
| 3Y | +196.7% | +29.3% | +167.4% | +178.9% |
| 5Y | +151.9% | -5.7% | +157.7% | +150.4% |
| 10Y | +202.2% | +85.2% | +117.0% | +165.9% |
| All | +803.7% | +1,243.3% | -439.5% | +616.5% |
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 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