+13,507.3%
GOOGL vs ES
+703.3%
+12,804.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -2.3% | +0.3% | -2.6% | -2.4% |
| 30D | -6.6% | -2.0% | -4.6% | -6.0% |
| 3M | -8.9% | +1.7% | -10.6% | -9.7% |
| 6M | +11.9% | -3.5% | +15.4% | +12.7% |
| YTD | +8.3% | +7.9% | +0.4% | +4.8% |
| 1Y | +46.2% | +17.2% | +29.0% | +36.3% |
| 3Y | +151.9% | +29.3% | +122.6% | +118.8% |
| 5Y | +137.7% | -5.7% | +143.5% | +131.5% |
| 10Y | +757.6% | +85.2% | +672.3% | +489.9% |
| All | +13,507.3% | +703.3% | +12,804.0% | +4,586.4% |
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