-2.1%
FIX vs ES
+1.7%
-3.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +2.1% | -13.7% | -11.2% |
| 7D | -27.2% | +5.9% | -33.2% | -26.5% |
| 30D | -46.9% | +10.2% | -57.1% | -46.2% |
| 3M | -44.4% | +0.4% | -44.8% | -43.6% |
| 6M | -50.9% | +6.9% | -57.8% | -50.9% |
| YTD | +3.5% | +10.5% | -7.0% | +3.6% |
| 1Y | -2.1% | +3.2% | -5.3% | -1.0% |
| All | -2.1% | +1.7% | -3.8% | -1.0% |
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