+15.3%
ES vs BR
-31.7%
+47.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | 0.0% | -5.0% | +5.0% | +0.1% |
| 30D | -1.0% | -2.5% | +1.4% | -1.0% |
| 3M | +1.5% | +13.5% | -12.0% | +1.1% |
| 6M | -3.5% | -9.4% | +5.9% | -4.0% |
| YTD | +7.0% | -23.3% | +30.3% | +8.0% |
| 1Y | +15.3% | -31.6% | +46.9% | +22.2% |
| All | +15.3% | -31.7% | +47.1% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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