+93.4%
GOOG vs ES
+2.9%
+90.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | +2.9% | -0.1% | +3.0% | +2.9% |
| 30D | -17.8% | +5.7% | -23.5% | -18.2% |
| 3M | -19.0% | -2.8% | -16.2% | -18.8% |
| 6M | -27.9% | +7.0% | -34.8% | -28.5% |
| YTD | -8.7% | +6.8% | -15.5% | -9.5% |
| 1Y | +2.5% | -0.5% | +3.0% | +2.1% |
| 3Y | +119.2% | +47.2% | +72.1% | +99.5% |
| 5Y | +93.4% | +2.3% | +91.2% | +97.8% |
| All | +93.4% | +2.9% | +90.5% | +97.8% |
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