+1,076.1%
BE vs ES
-5.6%
+1,081.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.6% | +7.9% | +7.6% |
| 7D | +20.0% | +0.3% | +19.7% | +19.9% |
| 30D | +7.9% | -2.0% | +9.9% | +8.7% |
| 3M | -13.2% | +1.7% | -14.9% | -14.9% |
| 6M | +53.5% | -3.5% | +57.0% | +53.7% |
| YTD | +191.0% | +7.9% | +183.1% | +176.5% |
| 1Y | +360.5% | +17.2% | +343.4% | +311.6% |
| 3Y | +1,568.0% | +29.3% | +1,538.7% | +1,240.6% |
| All | +1,076.1% | -5.6% | +1,081.8% | +993.2% |
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