+10.7%
O vs ES
+1.4%
+9.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | +0.4% |
| 7D | +3.7% | +1.9% | +1.8% | +2.9% |
| 30D | +11.2% | +7.1% | +4.1% | +8.0% |
| 3M | -4.0% | -1.9% | -2.0% | -3.3% |
| 6M | -5.2% | +4.4% | -9.6% | -7.0% |
| YTD | +9.5% | +7.3% | +2.2% | +5.9% |
| 1Y | +10.6% | +2.1% | +8.5% | +8.6% |
| 3Y | +38.1% | +41.8% | -3.7% | +14.5% |
| All | +10.7% | +1.4% | +9.3% | +7.6% |
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