+32.9%
W vs ES
+29.7%
+3.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.7% |
| 7D | -4.2% | +0.3% | -4.5% | -4.3% |
| 30D | -7.6% | -2.0% | -5.6% | -7.0% |
| 3M | +37.2% | +1.7% | +35.5% | +36.7% |
| 6M | +26.3% | -3.5% | +29.9% | +27.9% |
| YTD | -1.0% | +7.9% | -8.9% | -4.1% |
| 1Y | +20.1% | +17.2% | +2.9% | +10.5% |
| All | +32.9% | +29.7% | +3.2% | +1.3% |
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