+43.7%
RF vs ES
+5.0%
+38.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.2% | -2.8% |
| 7D | -1.6% | +5.9% | -7.5% | -3.4% |
| 30D | +5.0% | +10.2% | -5.2% | +1.9% |
| 3M | -10.0% | +0.4% | -10.4% | -10.2% |
| 6M | +3.3% | +6.9% | -3.5% | +1.0% |
| YTD | +7.9% | +10.5% | -2.6% | +3.9% |
| 1Y | +21.2% | +3.2% | +18.0% | +18.7% |
| 3Y | +105.8% | +49.0% | +56.8% | +72.5% |
| 5Y | +43.7% | +4.5% | +39.3% | +31.1% |
| All | +43.7% | +5.0% | +38.8% | +31.1% |
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 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