+23.9%
FITB vs ES
+17.8%
+6.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | +2.8% | +1.4% | +1.4% | +2.7% |
| 30D | -4.5% | -1.2% | -3.4% | -4.4% |
| 3M | +5.7% | +5.0% | +0.7% | +5.3% |
| 6M | +17.1% | -2.8% | +19.9% | +16.3% |
| YTD | +18.3% | +8.6% | +9.8% | +17.6% |
| 1Y | +23.9% | +18.9% | +5.0% | +23.6% |
| All | +23.9% | +17.8% | +6.1% | +23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling