+25.6%
M vs ES
-0.3%
+25.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.5% | +8.6% | +8.2% |
| 7D | +2.5% | -0.1% | +2.6% | +2.6% |
| 30D | +10.1% | +5.7% | +4.3% | +9.6% |
| 3M | -0.9% | -2.8% | +1.9% | -0.8% |
| 6M | +30.2% | +7.0% | +23.2% | +29.8% |
| YTD | +16.3% | +6.8% | +9.5% | +15.2% |
| All | +25.6% | -0.3% | +25.9% | +25.4% |
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