+1,647.6%
BE vs ES
+48.8%
+1,598.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.6% | -4.4% |
| 7D | -13.4% | +0.9% | -14.2% | -13.6% |
| 30D | -33.9% | +5.9% | -39.8% | -34.9% |
| 3M | -12.0% | -1.0% | -10.9% | -11.9% |
| 6M | -29.0% | +7.2% | -36.1% | -31.2% |
| YTD | +113.4% | +7.0% | +106.4% | +105.2% |
| 1Y | +33.2% | +0.5% | +32.7% | +29.2% |
| All | +1,647.6% | +48.8% | +1,598.8% | +919.5% |
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 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