+83.0%
PL vs ES
-0.9%
+83.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | -9.3% | +0.3% | -9.6% | -9.4% |
| 30D | -18.9% | -2.0% | -17.0% | -18.5% |
| 3M | -58.4% | +1.7% | -60.0% | -58.8% |
| 6M | -30.3% | -3.5% | -26.8% | -30.1% |
| YTD | -8.1% | +7.9% | -16.0% | -11.8% |
| 1Y | +180.5% | +17.2% | +163.3% | +158.3% |
| 3Y | +444.1% | +29.3% | +414.8% | +367.1% |
| 5Y | +83.0% | -5.7% | +88.8% | +69.4% |
| All | +83.0% | -0.9% | +83.9% | +69.8% |
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 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