+714.7%
B vs ES
+1,275.7%
-561.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.5% | +0.1% |
| 7D | +4.3% | +5.9% | -1.6% | +3.1% |
| 30D | -0.9% | +10.2% | -11.1% | -2.9% |
| 3M | -1.4% | +0.4% | -1.8% | -1.5% |
| 6M | +5.0% | +6.9% | -1.8% | +3.4% |
| YTD | -5.8% | +10.5% | -16.4% | -7.9% |
| 1Y | +25.6% | +3.2% | +22.4% | +24.3% |
| 3Y | +161.6% | +49.0% | +112.6% | +139.4% |
| 5Y | +135.2% | +4.5% | +130.7% | +129.3% |
| 10Y | +170.7% | +92.3% | +78.4% | +136.3% |
| All | +714.7% | +1,275.7% | -561.1% | +542.3% |
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