+24.0%
NDAQ vs ES
+1.3%
+22.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.0% |
| 7D | +1.7% | -1.1% | +2.8% | +1.8% |
| 30D | +16.2% | +8.2% | +8.0% | +15.6% |
| 3M | +14.0% | +0.6% | +13.4% | +13.4% |
| 6M | +22.3% | +6.0% | +16.3% | +22.3% |
| YTD | +13.0% | +9.3% | +3.7% | +13.1% |
| 1Y | +24.0% | +1.1% | +22.9% | +24.3% |
| All | +24.0% | +1.3% | +22.7% | +24.3% |
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