+163.6%
W vs ES
+138.0%
+25.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.8% |
| 7D | -4.2% | +0.3% | -4.5% | -4.3% |
| 30D | -7.6% | -2.0% | -5.6% | -6.8% |
| 3M | +37.2% | +1.7% | +35.5% | +36.4% |
| 6M | +26.3% | -3.5% | +29.9% | +28.0% |
| YTD | -1.0% | +7.9% | -8.9% | -5.1% |
| 1Y | +20.1% | +17.2% | +2.9% | +9.6% |
| 3Y | +37.8% | +29.3% | +8.5% | +17.6% |
| 5Y | -63.7% | -5.7% | -57.9% | -64.2% |
| 10Y | +156.3% | +85.2% | +71.1% | +118.1% |
| All | +163.6% | +138.0% | +25.6% | +81.7% |
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