+32.1%
ES vs BR
-4.7%
+36.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.1% |
| 7D | +1.4% | -5.9% | +7.4% | +2.7% |
| 30D | -1.2% | +1.9% | -3.1% | -1.7% |
| 3M | +5.0% | +14.7% | -9.7% | +1.5% |
| 6M | -2.8% | -12.8% | +9.9% | +0.9% |
| YTD | +8.6% | -23.0% | +31.6% | +17.9% |
| 1Y | +18.9% | -31.7% | +50.6% | +35.2% |
| 3Y | +32.1% | -4.8% | +36.9% | +27.4% |
| All | +32.1% | -4.7% | +36.8% | +27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling