+200.5%
B vs ES
+82.6%
+117.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.4% |
| 7D | +11.3% | -0.1% | +11.4% | +11.4% |
| 30D | +2.9% | +5.7% | -2.8% | +1.0% |
| 3M | -2.9% | -2.8% | -0.1% | -2.1% |
| 6M | -1.2% | +7.0% | -8.2% | -3.7% |
| YTD | -1.3% | +6.8% | -8.1% | -3.8% |
| 1Y | +30.4% | -0.5% | +30.9% | +29.5% |
| 3Y | +195.3% | +47.2% | +148.1% | +154.4% |
| 5Y | +146.2% | +2.3% | +144.0% | +137.2% |
| 10Y | +200.5% | +85.6% | +114.8% | +101.8% |
| All | +200.5% | +82.6% | +117.9% | +101.8% |
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