+20.9%
NDAQ vs ES
+5.8%
+15.1%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.7% | -3.3% |
| 7D | +1.2% | +5.9% | -4.8% | -0.8% |
| 30D | +15.8% | +10.2% | +5.6% | +12.2% |
| 3M | +13.4% | +0.4% | +12.9% | +12.0% |
| 6M | +20.9% | +6.9% | +14.0% | +19.7% |
| All | +20.9% | +5.8% | +15.1% | +19.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling