+322.4%
NET vs ES
+47.6%
+274.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.6% | -2.7% |
| 7D | -16.4% | +5.3% | -21.7% | -16.6% |
| 30D | -25.8% | +8.9% | -34.8% | -26.2% |
| 3M | -11.5% | -1.9% | -9.6% | -11.3% |
| 6M | +18.9% | +3.9% | +15.0% | +18.5% |
| YTD | +35.2% | +8.3% | +26.9% | +33.8% |
| 1Y | +14.5% | -0.1% | +14.6% | +14.3% |
| All | +322.4% | +47.6% | +274.8% | +251.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling