+2,926.4%
V vs ES
+438.1%
+2,488.3%
-51.9%
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% | -0.7% |
| 7D | -1.7% | +0.3% | -2.0% | -1.8% |
| 30D | +2.0% | -2.0% | +3.9% | +2.7% |
| 3M | +17.4% | +1.7% | +15.7% | +16.4% |
| 6M | +17.5% | -3.5% | +21.0% | +18.7% |
| YTD | +7.6% | +7.9% | -0.3% | +3.4% |
| 1Y | +7.7% | +17.2% | -9.4% | -0.9% |
| 3Y | +54.7% | +29.3% | +25.4% | +32.6% |
| 5Y | +73.0% | -5.7% | +78.8% | +68.6% |
| 10Y | +390.9% | +85.2% | +305.6% | +229.1% |
| All | +2,926.4% | +438.1% | +2,488.3% | +1,080.6% |
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