+7,433.0%
FIX vs ES
+1,758.1%
+5,674.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +2.1% | -13.7% | -12.4% |
| 7D | -27.2% | +5.9% | -33.2% | -29.2% |
| 30D | -46.9% | +10.2% | -57.1% | -49.3% |
| 3M | -44.4% | +0.4% | -44.8% | -44.9% |
| 6M | -50.9% | +6.9% | -57.8% | -53.0% |
| YTD | +3.5% | +10.5% | -7.0% | -2.5% |
| 1Y | -2.1% | +3.2% | -5.3% | -5.7% |
| 3Y | +418.7% | +49.0% | +369.7% | +307.9% |
| 5Y | +894.6% | +4.5% | +890.1% | +806.7% |
| 10Y | +3,465.5% | +92.3% | +3,373.2% | +2,292.6% |
| All | +7,433.0% | +1,758.1% | +5,674.9% | +2,161.6% |
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 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