+449.6%
P vs ES
+107.3%
+342.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | +2.1% | -18.5% | -16.7% |
| 7D | -31.9% | +5.9% | -37.8% | -32.6% |
| 30D | -36.5% | +10.2% | -46.7% | -37.6% |
| 3M | +11.6% | +0.4% | +11.2% | +11.4% |
| 6M | +25.2% | +6.9% | +18.3% | +23.1% |
| YTD | +39.4% | +10.5% | +28.9% | +35.9% |
| 1Y | -3.7% | +3.2% | -6.9% | -5.1% |
| 3Y | +167.3% | +49.0% | +118.2% | +138.1% |
| 5Y | +237.3% | +4.5% | +232.9% | +226.7% |
| 10Y | +698.6% | +92.3% | +606.3% | +624.4% |
| All | +449.6% | +107.3% | +342.3% | +378.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling