-44.4%
FIX vs ES
-0.2%
-44.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +2.1% | -13.7% | -8.9% |
| 7D | -27.2% | +5.9% | -33.2% | -22.1% |
| 30D | -46.9% | +10.2% | -57.1% | -41.6% |
| 3M | -44.4% | +0.4% | -44.8% | -39.1% |
| All | -44.4% | -0.2% | -44.2% | -39.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling