+15.2%
D vs ES
+1.4%
+13.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | +0.5% |
| 7D | +3.0% | +1.9% | +1.1% | +1.7% |
| 30D | +11.5% | +7.1% | +4.4% | +6.5% |
| 3M | +3.7% | -1.9% | +5.7% | +5.0% |
| 6M | +13.5% | +4.4% | +9.2% | +10.1% |
| YTD | +20.7% | +7.3% | +13.4% | +14.3% |
| 1Y | +18.2% | +2.1% | +16.1% | +14.8% |
| 3Y | +73.3% | +41.8% | +31.5% | +28.3% |
| All | +15.2% | +1.4% | +13.8% | +7.4% |
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