+2,586.3%
NDAQ vs ES
+793.8%
+1,792.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.7% | -3.7% |
| 7D | +1.2% | +5.9% | -4.8% | -1.8% |
| 30D | +15.8% | +10.2% | +5.6% | +10.1% |
| 3M | +13.4% | +0.4% | +12.9% | +13.0% |
| 6M | +20.9% | +6.9% | +14.0% | +16.2% |
| YTD | +11.1% | +10.5% | +0.6% | +4.1% |
| 1Y | +26.5% | +3.2% | +23.3% | +21.8% |
| 3Y | +121.5% | +49.0% | +72.4% | +68.7% |
| 5Y | +61.3% | +4.5% | +56.8% | +47.0% |
| 10Y | +480.0% | +92.3% | +387.7% | +257.5% |
| All | +2,586.3% | +793.8% | +1,792.5% | +668.0% |
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