+701.6%
BE vs ES
+60.7%
+640.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.1% | -8.4% | -7.0% |
| 7D | -12.1% | +5.3% | -17.5% | -13.8% |
| 30D | -30.1% | +8.9% | -39.0% | -32.4% |
| 3M | -12.1% | -1.9% | -10.2% | -11.8% |
| 6M | -30.6% | +3.9% | -34.5% | -32.2% |
| YTD | +130.6% | +8.3% | +122.4% | +120.4% |
| 1Y | +55.3% | -0.1% | +55.4% | +51.9% |
| 3Y | +1,755.6% | +46.0% | +1,709.5% | +1,415.5% |
| 5Y | +564.5% | +3.1% | +561.4% | +519.9% |
| All | +701.6% | +60.7% | +640.9% | +1,019.5% |
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