+17.1%
D vs ES
-0.1%
+17.2%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +2.4% | +0.9% | +1.5% | +1.9% |
| 30D | +10.9% | +5.9% | +5.0% | +7.7% |
| 3M | +2.8% | -1.0% | +3.9% | +3.1% |
| 6M | +12.7% | +7.2% | +5.5% | +9.0% |
| YTD | +20.3% | +7.0% | +13.3% | +16.5% |
| 1Y | +17.1% | +0.5% | +16.7% | +14.5% |
| All | +17.1% | -0.1% | +17.2% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling