+133.7%
GOOG vs ES
-2.9%
+136.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | +1.1% | +1.4% | -0.3% | +1.0% |
| 30D | -5.1% | -1.2% | -3.9% | -5.0% |
| 3M | -7.1% | +5.0% | -12.1% | -7.7% |
| 6M | +12.7% | -2.8% | +15.5% | +12.7% |
| YTD | +7.1% | +8.6% | -1.5% | +6.0% |
| 1Y | +43.6% | +18.9% | +24.7% | +40.0% |
| 3Y | +146.8% | +32.1% | +114.6% | +133.0% |
| 5Y | +133.7% | -5.1% | +138.7% | +141.3% |
| All | +133.7% | -2.9% | +136.5% | +141.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling