+99.1%
V vs ES
+1.4%
+97.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.6% |
| 7D | +2.2% | +1.9% | +0.3% | +1.8% |
| 30D | +13.6% | +7.1% | +6.5% | +12.0% |
| 3M | +14.3% | -1.9% | +16.2% | +14.6% |
| 6M | +33.1% | +4.4% | +28.7% | +31.8% |
| YTD | +21.2% | +7.3% | +13.9% | +19.0% |
| 1Y | +26.4% | +2.1% | +24.3% | +24.9% |
| 3Y | +77.6% | +41.8% | +35.7% | +60.3% |
| All | +99.1% | +1.4% | +97.7% | +95.8% |
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