+2,498.9%
MAR vs ES
+1,142.2%
+1,356.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -4.2% | +0.3% | -4.4% | -4.2% |
| 30D | -6.7% | -2.0% | -4.7% | -6.1% |
| 3M | -12.5% | +1.7% | -14.2% | -13.1% |
| 6M | +0.6% | -3.5% | +4.1% | +1.4% |
| YTD | +9.1% | +7.9% | +1.2% | +5.9% |
| 1Y | +26.2% | +17.2% | +9.0% | +18.3% |
| 3Y | +68.2% | +29.3% | +38.8% | +49.2% |
| 5Y | +163.9% | -5.7% | +169.7% | +157.8% |
| 10Y | +420.6% | +85.2% | +335.3% | +268.9% |
| All | +2,498.9% | +1,142.2% | +1,356.7% | +896.2% |
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