+992.7%
ES vs BB
+307.3%
+685.4%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.4% | -7.3% | -3.1% |
| 7D | +1.9% | +3.8% | -1.9% | +1.7% |
| 30D | +7.1% | -0.3% | +7.4% | +6.9% |
| 3M | -1.9% | -0.5% | -1.5% | -2.2% |
| 6M | +4.4% | +45.9% | -41.6% | +2.2% |
| YTD | +7.3% | +130.6% | -123.3% | +3.1% |
| 1Y | +2.1% | +89.2% | -87.0% | -1.2% |
| 3Y | +41.8% | +137.5% | -95.7% | +34.4% |
| 5Y | +1.4% | -20.9% | +22.3% | -1.0% |
| 10Y | +86.8% | +25.4% | +61.4% | +71.6% |
| All | +992.7% | +307.3% | +685.4% | +894.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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