+18.4%
U vs ES
-1.6%
+20.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.1% | +2.8% | +5.6% |
| 7D | +7.5% | +5.3% | +2.2% | +9.4% |
| 30D | -7.0% | +8.9% | -16.0% | -4.2% |
| 3M | +20.6% | -1.9% | +22.5% | +20.0% |
| 6M | +53.2% | +3.9% | +49.3% | +56.8% |
| YTD | -3.9% | +8.3% | -12.1% | +0.5% |
| 1Y | +18.4% | -0.1% | +18.5% | +21.2% |
| All | +18.4% | -1.6% | +20.0% | +21.2% |
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 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