+237.3%
P vs ES
+5.0%
+232.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | +2.1% | -18.5% | -16.3% |
| 7D | -31.9% | +5.9% | -37.8% | -31.7% |
| 30D | -36.5% | +10.2% | -46.7% | -36.3% |
| 3M | +11.6% | +0.4% | +11.2% | +11.9% |
| 6M | +25.2% | +6.9% | +18.3% | +25.3% |
| YTD | +39.4% | +10.5% | +28.9% | +39.2% |
| 1Y | -3.7% | +3.2% | -6.9% | -3.7% |
| 3Y | +167.3% | +49.0% | +118.2% | +157.2% |
| 5Y | +237.3% | +4.5% | +232.9% | +239.8% |
| All | +237.3% | +5.0% | +232.4% | +239.8% |
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