+3,309.9%
V vs ES
+451.1%
+2,858.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.1% | -5.3% | -4.0% |
| 7D | +2.9% | +5.9% | -3.0% | +0.6% |
| 30D | +14.0% | +10.2% | +3.8% | +9.6% |
| 3M | +14.9% | +0.4% | +14.5% | +14.5% |
| 6M | +31.7% | +6.9% | +24.9% | +27.8% |
| YTD | +21.2% | +10.5% | +10.7% | +15.2% |
| 1Y | +25.3% | +3.2% | +22.1% | +21.7% |
| 3Y | +77.5% | +49.0% | +28.4% | +43.2% |
| 5Y | +102.6% | +4.5% | +98.1% | +88.2% |
| 10Y | +464.3% | +92.3% | +372.0% | +271.8% |
| All | +3,309.9% | +451.1% | +2,858.8% | +1,215.4% |
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