+126.0%
GOOGL vs ES
+53.3%
+72.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -0.9% |
| 7D | +3.9% | +2.7% | +1.2% | +4.0% |
| 30D | -14.9% | +7.6% | -22.5% | -14.5% |
| 3M | -14.6% | +0.5% | -15.0% | -14.4% |
| 6M | -26.4% | +7.6% | -34.0% | -26.1% |
| YTD | -5.3% | +10.2% | -15.5% | -4.6% |
| 1Y | +6.5% | +1.8% | +4.6% | +6.6% |
| 3Y | +126.0% | +55.4% | +70.7% | +123.3% |
| All | +126.0% | +53.3% | +72.7% | +123.3% |
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 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