-68.4%
U vs ES
+1.4%
-69.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.9% | +8.4% | +6.3% |
| 7D | +36.6% | +1.9% | +34.7% | +35.9% |
| 30D | +13.3% | +7.1% | +6.3% | +11.0% |
| 3M | +26.2% | -1.9% | +28.1% | +26.7% |
| 6M | +88.7% | +4.4% | +84.4% | +85.6% |
| YTD | +16.6% | +7.3% | +9.3% | +12.6% |
| 1Y | +29.0% | +2.1% | +26.8% | +25.5% |
| 3Y | +99.5% | +41.8% | +57.7% | +59.8% |
| All | -68.4% | +1.4% | -69.9% | -66.7% |
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