+4.8%
ES vs MKTX
-54.4%
+59.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +0.1% | +0.3% | -0.2% | +0.1% |
| 30D | +6.7% | +0.9% | +5.8% | +6.6% |
| 3M | +0.3% | +2.7% | -2.3% | 0.0% |
| 6M | +7.4% | +15.6% | -8.2% | +5.4% |
| YTD | +8.4% | -7.0% | +15.4% | +9.6% |
| 1Y | +0.6% | -1.2% | +1.9% | +0.9% |
| 3Y | +50.6% | -22.2% | +72.8% | +54.2% |
| 5Y | +4.8% | -53.7% | +58.6% | +8.3% |
| All | +4.8% | -54.4% | +59.2% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 5y: compounded portfolio wealth divided by compounded MKTX 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…
5y analysis · Full analysis span regression · 6 months rolling