+29.4%
NDAQ vs ES
-1.6%
+31.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.5% | +2.4% |
| 7D | +3.9% | +5.3% | -1.4% | +3.5% |
| 30D | +19.0% | +8.9% | +10.1% | +18.4% |
| 3M | +17.6% | -1.9% | +19.5% | +17.0% |
| 6M | +21.0% | +3.9% | +17.1% | +21.0% |
| YTD | +14.1% | +8.3% | +5.8% | +14.3% |
| 1Y | +29.4% | -0.1% | +29.6% | +29.4% |
| All | +29.4% | -1.6% | +31.0% | +29.4% |
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