+11,639.4%
GOOG vs ES
+706.9%
+10,932.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +1.6% |
| 7D | +1.2% | +0.1% | +1.0% | +1.1% |
| 30D | -16.7% | +6.7% | -23.4% | -18.7% |
| 3M | -15.2% | +0.3% | -15.6% | -15.6% |
| 6M | -24.8% | +7.4% | -32.2% | -27.0% |
| YTD | -7.2% | +8.4% | -15.6% | -10.6% |
| 1Y | -0.1% | +0.6% | -0.8% | -1.8% |
| 3Y | +118.8% | +50.6% | +68.2% | +79.6% |
| 5Y | +99.9% | +4.8% | +95.1% | +86.5% |
| 10Y | +678.2% | +93.1% | +585.1% | +425.9% |
| All | +11,639.4% | +706.9% | +10,932.5% | +3,935.5% |
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