+319.4%
IR vs ES
+69.3%
+250.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.1% | -4.8% | -3.3% |
| 7D | +2.3% | +5.9% | -3.6% | +0.6% |
| 30D | +3.3% | +10.2% | -6.9% | +0.4% |
| 3M | -9.0% | +0.4% | -9.4% | -9.3% |
| 6M | +8.0% | +6.9% | +1.1% | +5.7% |
| YTD | +3.4% | +10.5% | -7.1% | +0.1% |
| 1Y | +4.5% | +3.2% | +1.3% | +2.7% |
| 3Y | +25.6% | +49.0% | -23.5% | +8.8% |
| 5Y | +43.8% | +4.5% | +39.3% | +38.6% |
| All | +319.4% | +69.3% | +250.1% | +282.4% |
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