+3.6%
GOOG vs ES
-1.6%
+5.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.1% | +1.2% | +3.4% |
| 7D | -10.7% | +5.3% | -16.1% | -10.3% |
| 30D | -16.4% | +8.9% | -25.4% | -15.9% |
| 3M | -23.4% | -1.9% | -21.5% | -23.2% |
| 6M | -24.2% | +3.9% | -28.1% | -24.1% |
| YTD | -8.3% | +8.3% | -16.5% | -7.4% |
| 1Y | +3.6% | -0.1% | +3.7% | +4.0% |
| All | +3.6% | -1.6% | +5.2% | +4.0% |
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