+49.9%
F vs ES
+46.6%
+3.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +1.0% | +0.9% | +0.1% | +0.7% |
| 30D | +2.1% | +5.9% | -3.8% | +0.4% |
| 3M | -10.3% | -1.0% | -9.2% | -10.1% |
| 6M | +3.3% | +7.2% | -3.9% | +0.5% |
| YTD | -2.0% | +7.0% | -9.0% | -4.8% |
| 1Y | -2.3% | +0.5% | -2.7% | -3.6% |
| 3Y | +49.9% | +48.7% | +1.2% | +18.8% |
| All | +49.9% | +46.6% | +3.3% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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