+2,593.6%
NDAQ vs ES
+767.9%
+1,825.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +1.7% |
| 7D | +0.8% | +1.9% | -1.0% | -0.2% |
| 30D | +16.5% | +7.1% | +9.5% | +12.5% |
| 3M | +13.5% | -1.9% | +15.4% | +14.4% |
| 6M | +20.9% | +4.4% | +16.6% | +17.7% |
| YTD | +11.4% | +7.3% | +4.1% | +5.9% |
| 1Y | +25.9% | +2.1% | +23.8% | +21.8% |
| 3Y | +119.9% | +41.8% | +78.0% | +71.9% |
| 5Y | +61.7% | +1.4% | +60.3% | +49.6% |
| 10Y | +481.6% | +86.8% | +394.8% | +263.8% |
| All | +2,593.6% | +767.9% | +1,825.6% | +681.5% |
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