+53.9%
F vs ES
-5.6%
+59.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.0% | +1.7% |
| 7D | +5.3% | +0.3% | +5.0% | +5.2% |
| 30D | +4.6% | -2.0% | +6.5% | +5.2% |
| 3M | -3.7% | +1.7% | -5.3% | -4.6% |
| 6M | +16.8% | -3.5% | +20.4% | +17.8% |
| YTD | +15.3% | +7.9% | +7.4% | +11.2% |
| 1Y | +31.0% | +17.2% | +13.8% | +21.3% |
| 3Y | +45.4% | +29.3% | +16.1% | +25.9% |
| All | +53.9% | -5.6% | +59.6% | +51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling