+25.9%
NDAQ vs ES
+1.8%
+24.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.5% |
| 7D | +0.8% | +1.9% | -1.0% | +0.7% |
| 30D | +16.5% | +7.1% | +9.5% | +16.0% |
| 3M | +13.5% | -1.9% | +15.4% | +13.0% |
| 6M | +20.9% | +4.4% | +16.6% | +21.1% |
| YTD | +11.4% | +7.3% | +4.1% | +11.6% |
| 1Y | +25.9% | +2.1% | +23.8% | +26.2% |
| All | +25.9% | +1.8% | +24.1% | +26.2% |
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 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