-64.8%
Z vs ES
-5.6%
-59.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | -3.0% | +0.3% | -3.3% | -3.1% |
| 30D | -4.2% | -2.0% | -2.2% | -3.6% |
| 3M | -3.7% | +1.7% | -5.4% | -4.3% |
| 6M | -24.5% | -3.5% | -21.0% | -23.8% |
| YTD | -49.3% | +7.9% | -57.2% | -51.0% |
| 1Y | -58.7% | +17.2% | -75.8% | -61.9% |
| 3Y | -34.1% | +29.3% | -63.4% | -43.4% |
| All | -64.8% | -5.6% | -59.2% | -68.0% |
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