+11.9%
IR vs ES
+29.7%
-17.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | -2.8% | +0.3% | -3.1% | -2.9% |
| 30D | -15.1% | -2.0% | -13.2% | -14.8% |
| 3M | +6.1% | +1.7% | +4.4% | +5.7% |
| 6M | -16.8% | -3.5% | -13.3% | -16.4% |
| YTD | -3.5% | +7.9% | -11.4% | -5.0% |
| 1Y | -3.5% | +17.2% | -20.7% | -7.1% |
| All | +11.9% | +29.7% | -17.8% | +1.3% |
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