+176.6%
P vs ES
+46.3%
+130.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.9% | +6.4% | +3.1% |
| 7D | -23.8% | +1.9% | -25.7% | -23.5% |
| 30D | -36.6% | +7.1% | -43.7% | -35.9% |
| 3M | +10.9% | -1.9% | +12.8% | +11.2% |
| 6M | +30.0% | +4.4% | +25.6% | +31.0% |
| YTD | +44.4% | +7.3% | +37.1% | +45.5% |
| 1Y | +3.9% | +2.1% | +1.8% | +4.4% |
| 3Y | +176.6% | +41.8% | +134.7% | +172.1% |
| All | +176.6% | +46.3% | +130.3% | +172.1% |
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