+78.4%
V vs ES
+42.6%
+35.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -0.8% | -0.1% | -0.7% | -0.8% |
| 30D | +9.5% | +5.7% | +3.8% | +8.6% |
| 3M | +16.7% | -2.8% | +19.5% | +17.1% |
| 6M | +32.9% | +7.0% | +26.0% | +31.7% |
| YTD | +21.1% | +6.8% | +14.3% | +19.5% |
| 1Y | +26.6% | -0.5% | +27.1% | +26.2% |
| 3Y | +78.4% | +47.2% | +31.2% | +67.2% |
| All | +78.4% | +42.6% | +35.7% | +67.2% |
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 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