+12,471.5%
FIX vs ES
+1,714.3%
+10,757.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.2% |
| 7D | +6.0% | +0.3% | +5.7% | +5.9% |
| 30D | -7.2% | -2.0% | -5.3% | -6.5% |
| 3M | -15.9% | +1.7% | -17.5% | -17.0% |
| 6M | +12.7% | -3.5% | +16.3% | +13.5% |
| YTD | +72.8% | +7.9% | +64.9% | +65.4% |
| 1Y | +122.9% | +17.2% | +105.7% | +104.5% |
| 3Y | +774.3% | +29.3% | +745.0% | +635.4% |
| 5Y | +2,049.5% | -5.7% | +2,055.2% | +1,968.1% |
| 10Y | +5,821.5% | +85.2% | +5,736.2% | +3,965.9% |
| All | +12,471.5% | +1,714.3% | +10,757.2% | +3,739.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling