-40.4%
TER vs ES
+5.8%
-46.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +2.1% | -17.3% | -12.9% |
| 7D | -28.2% | +5.9% | -34.1% | -23.2% |
| 30D | -50.6% | +10.2% | -60.8% | -44.8% |
| 3M | -45.3% | +0.4% | -45.8% | -43.8% |
| 6M | -40.4% | +6.9% | -47.2% | -39.1% |
| All | -40.4% | +5.8% | -46.2% | -39.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling