+191.2%
TER vs ES
+53.3%
+137.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.2% | -5.3% |
| 7D | +14.4% | +2.7% | +11.7% | +14.6% |
| 30D | -30.6% | +7.6% | -38.2% | -30.1% |
| 3M | -39.2% | +0.5% | -39.7% | -38.9% |
| 6M | -31.3% | +7.6% | -38.9% | -31.4% |
| YTD | +29.1% | +10.2% | +18.9% | +28.6% |
| 1Y | +47.4% | +1.8% | +45.6% | +46.9% |
| 3Y | +191.2% | +55.4% | +135.8% | +151.8% |
| All | +191.2% | +53.3% | +137.9% | +151.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling