+72.4%
TER vs ES
+2.9%
+69.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.5% | +13.2% | +12.8% |
| 7D | -5.8% | -0.1% | -5.7% | -5.8% |
| 30D | -38.9% | +5.7% | -44.6% | -39.4% |
| 3M | -35.1% | -2.8% | -32.3% | -34.9% |
| 6M | -31.6% | +7.0% | -38.5% | -32.9% |
| YTD | +27.2% | +6.8% | +20.5% | +24.5% |
| 1Y | +35.2% | -0.5% | +35.7% | +33.5% |
| 3Y | +192.8% | +47.2% | +145.6% | +154.0% |
| 5Y | +72.4% | +2.3% | +70.2% | +73.0% |
| All | +72.4% | +2.9% | +69.5% | +73.0% |
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