+44.9%
IR vs ES
+6.6%
+38.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | +2.5% | +2.7% | -0.2% | +1.8% |
| 30D | +9.2% | +7.6% | +1.6% | +6.9% |
| 3M | +0.9% | +0.5% | +0.5% | +0.7% |
| 6M | +19.2% | +7.6% | +11.6% | +16.7% |
| YTD | +7.5% | +10.2% | -2.7% | +4.3% |
| 1Y | +11.7% | +1.8% | +9.9% | +10.4% |
| 3Y | +23.9% | +55.4% | -31.5% | +5.6% |
| All | +44.9% | +6.6% | +38.3% | +46.0% |
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