+69.7%
XYZ vs ES
+50.7%
+19.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.1% | -6.2% | -4.4% |
| 7D | +9.2% | +5.9% | +3.3% | +8.5% |
| 30D | +9.8% | +10.2% | -0.4% | +8.5% |
| 3M | -0.2% | +0.4% | -0.6% | -0.3% |
| 6M | +18.0% | +6.9% | +11.1% | +16.9% |
| YTD | +29.1% | +10.5% | +18.6% | +27.2% |
| 1Y | +14.1% | +3.2% | +10.9% | +13.0% |
| All | +69.7% | +50.7% | +19.0% | +44.2% |
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