+308.7%
A vs ES
+87.3%
+221.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | +1.4% | +0.9% | +0.5% | +1.0% |
| 30D | +4.3% | +5.9% | -1.6% | +2.0% |
| 3M | +19.8% | -1.0% | +20.8% | +19.8% |
| 6M | +54.4% | +7.2% | +47.2% | +49.6% |
| YTD | +31.7% | +7.0% | +24.7% | +27.2% |
| 1Y | +22.4% | +0.5% | +22.0% | +20.4% |
| 3Y | +67.7% | +48.7% | +19.0% | +38.9% |
| 5Y | +15.7% | +1.9% | +13.8% | +10.4% |
| 10Y | +308.7% | +89.2% | +219.5% | +244.7% |
| All | +308.7% | +87.3% | +221.4% | +244.7% |
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