-24.9%
LOW vs ES
+17.8%
-42.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | +0.4% | +1.4% | -1.0% | +0.1% |
| 30D | -10.1% | -1.2% | -8.9% | -9.9% |
| 3M | -2.9% | +5.0% | -7.8% | -3.2% |
| 6M | -19.4% | -2.8% | -16.6% | -19.8% |
| YTD | -15.4% | +8.6% | -24.0% | -15.2% |
| 1Y | -24.9% | +18.9% | -43.9% | -26.4% |
| All | -24.9% | +17.8% | -42.7% | -26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling