+92.9%
GOOGL vs ES
+1.4%
+91.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.0% |
| 7D | +1.8% | +1.9% | -0.1% | +1.6% |
| 30D | -18.8% | +7.1% | -25.8% | -19.2% |
| 3M | -20.3% | -1.9% | -18.4% | -20.2% |
| 6M | -28.4% | +4.4% | -32.7% | -28.8% |
| YTD | -8.8% | +7.3% | -16.2% | -9.7% |
| 1Y | +0.3% | +2.1% | -1.9% | -0.4% |
| 3Y | +120.7% | +41.8% | +78.9% | +103.3% |
| All | +92.9% | +1.4% | +91.5% | +97.3% |
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