+22.8%
LOW vs ES
+46.3%
-23.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.4% |
| 7D | +7.4% | +1.9% | +5.5% | +6.9% |
| 30D | +24.5% | +7.1% | +17.4% | +22.2% |
| 3M | +3.5% | -1.9% | +5.4% | +3.9% |
| 6M | -2.6% | +4.4% | -6.9% | -3.6% |
| YTD | -4.8% | +7.3% | -12.2% | -6.5% |
| 1Y | -0.8% | +2.1% | -2.9% | -2.1% |
| 3Y | +22.8% | +41.8% | -19.0% | +5.1% |
| All | +22.8% | +46.3% | -23.5% | +5.1% |
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