+1,514.2%
RF vs ES
+1,243.3%
+270.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | +1.3% | +0.3% | +1.0% | +1.2% |
| 30D | -3.6% | -2.0% | -1.7% | -3.0% |
| 3M | +8.1% | +1.7% | +6.4% | +7.3% |
| 6M | +11.5% | -3.5% | +15.0% | +12.5% |
| YTD | +15.6% | +7.9% | +7.7% | +11.9% |
| 1Y | +15.7% | +17.2% | -1.5% | +8.0% |
| 3Y | +86.9% | +29.3% | +57.6% | +66.1% |
| 5Y | +89.8% | -5.7% | +95.6% | +86.4% |
| 10Y | +344.7% | +85.2% | +259.5% | +238.7% |
| All | +1,514.2% | +1,243.3% | +270.9% | +639.7% |
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