+22.2%
Z vs ES
+110.0%
-87.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.1% | +7.4% | +8.8% |
| 7D | +10.2% | +5.3% | +4.9% | +8.4% |
| 30D | +23.7% | +8.9% | +14.8% | +20.5% |
| 3M | -6.6% | -1.9% | -4.6% | -5.9% |
| 6M | -23.0% | +3.9% | -26.9% | -24.0% |
| YTD | -50.3% | +8.3% | -58.6% | -51.8% |
| 1Y | -53.6% | -0.1% | -53.4% | -54.0% |
| 3Y | -10.1% | +46.0% | -56.1% | -22.6% |
| 5Y | -49.8% | +3.1% | -52.8% | -52.1% |
| 10Y | -1.6% | +88.4% | -90.0% | -14.6% |
| All | +22.2% | +110.0% | -87.8% | -1.0% |
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 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