+112.5%
NET vs ES
-5.6%
+118.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | -7.0% | +0.3% | -7.3% | -7.0% |
| 30D | -4.8% | -2.0% | -2.8% | -4.4% |
| 3M | +3.8% | +1.7% | +2.2% | +3.3% |
| 6M | +50.0% | -3.5% | +53.6% | +50.9% |
| YTD | +41.5% | +7.9% | +33.6% | +37.9% |
| 1Y | +32.8% | +17.2% | +15.7% | +25.5% |
| 3Y | +335.9% | +29.3% | +306.6% | +284.0% |
| All | +112.5% | -5.6% | +118.1% | +114.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling