+8,410.9%
TER vs ES
+1,275.7%
+7,135.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +2.1% | -17.3% | -15.9% |
| 7D | -28.2% | +5.9% | -34.1% | -29.7% |
| 30D | -50.6% | +10.2% | -60.8% | -52.4% |
| 3M | -45.3% | +0.4% | -45.8% | -45.8% |
| 6M | -40.4% | +6.9% | -47.2% | -42.6% |
| YTD | +10.0% | +10.5% | -0.5% | +4.4% |
| 1Y | +13.6% | +3.2% | +10.4% | +9.9% |
| 3Y | +145.2% | +49.0% | +96.2% | +102.1% |
| 5Y | +50.4% | +4.5% | +45.9% | +39.7% |
| 10Y | +882.9% | +92.3% | +790.6% | +600.1% |
| All | +8,410.9% | +1,275.7% | +7,135.2% | +3,214.2% |
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