+86.4%
U vs ES
+46.6%
+39.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | +24.4% | +0.9% | +23.5% | +24.3% |
| 30D | +7.4% | +5.9% | +1.5% | +6.9% |
| 3M | +16.8% | -1.0% | +17.8% | +17.0% |
| 6M | +78.8% | +7.2% | +71.6% | +77.6% |
| YTD | +14.0% | +7.0% | +7.0% | +12.5% |
| 1Y | +16.7% | +0.5% | +16.3% | +15.7% |
| 3Y | +86.4% | +48.7% | +37.7% | +52.1% |
| All | +86.4% | +46.6% | +39.8% | +52.1% |
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 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