+44.1%
IR vs ES
+1.4%
+42.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.9% | +4.3% | +2.1% |
| 7D | +3.7% | +1.9% | +1.8% | +3.1% |
| 30D | +7.4% | +7.1% | +0.4% | +5.4% |
| 3M | -5.9% | -1.9% | -4.0% | -5.6% |
| 6M | +5.6% | +4.4% | +1.2% | +4.2% |
| YTD | +4.8% | +7.3% | -2.5% | +2.5% |
| 1Y | +6.9% | +2.1% | +4.8% | +5.5% |
| 3Y | +27.6% | +41.8% | -14.3% | +12.0% |
| All | +44.1% | +1.4% | +42.7% | +45.6% |
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