-3.5%
ES vs BR
-5.2%
+1.6%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.5% |
| 7D | +0.3% | -5.3% | +5.6% | +0.4% |
| 30D | -2.0% | +6.4% | -8.4% | -2.2% |
| 3M | +1.7% | +13.6% | -12.0% | +0.5% |
| 6M | -3.5% | -6.7% | +3.2% | -4.8% |
| All | -3.5% | -5.2% | +1.6% | -4.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling