+200.6%
W vs ES
+143.7%
+56.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +2.1% | -10.3% | -9.1% |
| 7D | -5.6% | +5.9% | -11.5% | -8.0% |
| 30D | +7.5% | +10.2% | -2.7% | +2.9% |
| 3M | +5.4% | +0.4% | +5.0% | +5.0% |
| 6M | +79.4% | +6.9% | +72.5% | +74.2% |
| YTD | +12.9% | +10.5% | +2.4% | +6.9% |
| 1Y | +12.4% | +3.2% | +9.2% | +9.0% |
| 3Y | +128.5% | +49.0% | +79.4% | +82.6% |
| 5Y | -54.0% | +4.5% | -58.4% | -56.5% |
| 10Y | +248.8% | +92.3% | +156.4% | +191.9% |
| All | +200.6% | +143.7% | +56.9% | +104.7% |
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