+199.9%
TER vs ES
+16.6%
+183.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.1% | +5.4% |
| 7D | +0.6% | +0.3% | +0.3% | +0.7% |
| 30D | -8.3% | -2.0% | -6.3% | -8.6% |
| 3M | -12.2% | +1.7% | -13.9% | -12.7% |
| 6M | +17.1% | -3.5% | +20.6% | +15.5% |
| YTD | +84.7% | +7.9% | +76.8% | +83.2% |
| 1Y | +199.9% | +17.2% | +182.8% | +173.8% |
| All | +199.9% | +16.6% | +183.4% | +173.8% |
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 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