+190.2%
B vs ES
+83.4%
+106.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.0% |
| 7D | -1.6% | +0.3% | -1.9% | -1.7% |
| 30D | +9.4% | -2.0% | +11.4% | +10.1% |
| 3M | +5.0% | +1.7% | +3.3% | +4.2% |
| 6M | -3.5% | -3.5% | 0.0% | -2.6% |
| YTD | +4.5% | +7.9% | -3.4% | +1.5% |
| 1Y | +67.8% | +17.2% | +50.6% | +57.9% |
| 3Y | +196.7% | +29.3% | +167.4% | +165.9% |
| 5Y | +151.9% | -5.7% | +157.7% | +148.8% |
| All | +190.2% | +83.4% | +106.8% | +101.3% |
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