+2,271.9%
D vs ES
+1,243.3%
+1,028.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.1% |
| 7D | +0.4% | +0.3% | +0.1% | +0.3% |
| 30D | -3.6% | -2.0% | -1.6% | -2.6% |
| 3M | -1.0% | +1.7% | -2.7% | -2.0% |
| 6M | +6.3% | -3.5% | +9.8% | +8.2% |
| YTD | +14.7% | +7.9% | +6.8% | +10.0% |
| 1Y | +16.9% | +17.2% | -0.2% | +6.5% |
| 3Y | +56.8% | +29.3% | +27.5% | +35.0% |
| 5Y | +5.2% | -5.7% | +11.0% | +6.5% |
| 10Y | +35.9% | +85.2% | -49.3% | +2.3% |
| All | +2,271.9% | +1,243.3% | +1,028.6% | +786.7% |
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