-64.6%
XYZ vs ES
+5.0%
-69.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.1% | -6.2% | -4.8% |
| 7D | +9.2% | +5.9% | +3.3% | +7.2% |
| 30D | +9.8% | +10.2% | -0.4% | +6.3% |
| 3M | -0.2% | +0.4% | -0.6% | -0.4% |
| 6M | +18.0% | +6.9% | +11.1% | +14.9% |
| YTD | +29.1% | +10.5% | +18.6% | +23.5% |
| 1Y | +14.1% | +3.2% | +10.9% | +10.9% |
| 3Y | +72.6% | +49.0% | +23.6% | +32.6% |
| 5Y | -64.6% | +4.5% | -69.1% | -66.1% |
| All | -64.6% | +5.0% | -69.6% | -66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling