+1,616.9%
BE vs ES
+46.3%
+1,570.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.9% | +6.3% | +3.8% |
| 7D | -14.7% | +1.9% | -16.6% | -15.2% |
| 30D | -40.5% | +7.1% | -47.6% | -41.5% |
| 3M | -24.3% | -1.9% | -22.4% | -24.1% |
| 6M | -39.3% | +4.4% | -43.7% | -40.7% |
| YTD | +99.4% | +7.3% | +92.1% | +91.9% |
| 1Y | +26.6% | +2.1% | +24.4% | +22.3% |
| 3Y | +1,616.9% | +41.8% | +1,575.1% | +1,132.7% |
| All | +1,616.9% | +46.3% | +1,570.6% | +1,132.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling