-39.0%
U vs ES
+8.5%
-47.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -3.8% | +0.3% | -4.1% | -3.9% |
| 30D | +17.5% | -2.0% | +19.4% | +18.0% |
| 3M | +38.7% | +1.7% | +37.1% | +38.0% |
| 6M | +104.4% | -3.5% | +108.0% | +105.7% |
| YTD | -5.7% | +7.9% | -13.6% | -8.4% |
| 1Y | +3.7% | +17.2% | -13.5% | -3.4% |
| 3Y | +12.3% | +29.3% | -17.0% | -1.7% |
| 5Y | -68.8% | -5.7% | -63.1% | -69.8% |
| All | -39.0% | +8.5% | -47.6% | -39.0% |
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