+35,474.9%
LOW vs ES
+1,243.3%
+34,231.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | -1.7% | +0.3% | -2.0% | -1.8% |
| 30D | -7.0% | -2.0% | -5.1% | -6.4% |
| 3M | -0.9% | +1.7% | -2.5% | -1.4% |
| 6M | -20.1% | -3.5% | -16.5% | -19.2% |
| YTD | -13.9% | +7.9% | -21.8% | -16.2% |
| 1Y | -21.1% | +17.2% | -38.3% | -26.0% |
| 3Y | -6.6% | +29.3% | -35.9% | -16.6% |
| 5Y | +9.4% | -5.7% | +15.1% | +7.8% |
| 10Y | +220.5% | +85.2% | +135.3% | +149.8% |
| All | +35,474.9% | +1,243.3% | +34,231.6% | +13,992.5% |
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