+2,327.9%
NDAQ vs ES
+772.7%
+1,555.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.6% |
| 7D | -2.4% | +0.3% | -2.7% | -2.6% |
| 30D | +2.5% | -2.0% | +4.4% | +3.4% |
| 3M | +9.9% | +1.7% | +8.2% | +8.8% |
| 6M | +9.4% | -3.5% | +13.0% | +10.7% |
| YTD | +0.4% | +7.9% | -7.5% | -4.7% |
| 1Y | +4.0% | +17.2% | -13.1% | -6.6% |
| 3Y | +94.4% | +29.3% | +65.1% | +59.6% |
| 5Y | +56.7% | -5.7% | +62.5% | +51.1% |
| 10Y | +375.3% | +85.2% | +290.1% | +198.9% |
| All | +2,327.9% | +772.7% | +1,555.2% | +603.4% |
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 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