-15.8%
F vs ES
+1.4%
-17.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | +0.4% |
| 7D | +1.6% | +1.9% | -0.3% | +0.8% |
| 30D | +2.6% | +7.1% | -4.4% | 0.0% |
| 3M | -8.8% | -1.9% | -6.9% | -8.3% |
| 6M | +4.6% | +4.4% | +0.3% | +2.3% |
| YTD | -1.9% | +7.3% | -9.2% | -5.4% |
| 1Y | -0.8% | +2.1% | -2.9% | -3.0% |
| 3Y | +43.5% | +41.8% | +1.6% | +18.1% |
| All | -15.8% | +1.4% | -17.2% | -19.7% |
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