-14.2%
PL vs ES
+1.7%
-15.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +2.1% | -12.2% | -9.1% |
| 7D | -20.5% | +5.9% | -26.5% | -18.2% |
| 30D | -38.8% | +10.2% | -49.0% | -35.8% |
| 3M | -49.1% | +0.4% | -49.5% | -48.6% |
| 6M | -69.4% | +6.9% | -76.2% | -68.3% |
| YTD | -42.3% | +10.5% | -52.9% | -40.6% |
| 1Y | -14.2% | +3.2% | -17.4% | -11.6% |
| All | -14.2% | +1.7% | -15.9% | -11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling