+312.3%
A vs ES
+92.3%
+220.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -1.0% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | +3.3% | +6.7% | -3.4% | +0.8% |
| 3M | +18.5% | +0.3% | +18.2% | +18.0% |
| 6M | +59.3% | +7.4% | +51.9% | +54.3% |
| YTD | +31.0% | +8.4% | +22.6% | +25.9% |
| 1Y | +19.3% | +0.6% | +18.7% | +17.3% |
| 3Y | +66.8% | +50.6% | +16.2% | +37.5% |
| 5Y | +15.5% | +4.8% | +10.7% | +9.0% |
| 10Y | +312.3% | +93.1% | +219.3% | +247.7% |
| All | +312.3% | +92.3% | +220.0% | +247.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling