+119.2%
GOOG vs ES
+42.6%
+76.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | +2.9% | -0.1% | +3.0% | +2.9% |
| 30D | -17.8% | +5.7% | -23.5% | -17.5% |
| 3M | -19.0% | -2.8% | -16.2% | -19.0% |
| 6M | -27.9% | +7.0% | -34.8% | -27.7% |
| YTD | -8.7% | +6.8% | -15.5% | -8.2% |
| 1Y | +2.5% | -0.5% | +3.0% | +2.5% |
| 3Y | +119.2% | +47.2% | +72.1% | +116.7% |
| All | +119.2% | +42.6% | +76.6% | +116.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling