+675.5%
BE vs ES
+58.5%
+617.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.5% | +12.4% | +12.1% |
| 7D | -1.2% | -0.1% | -1.1% | -1.5% |
| 30D | -30.9% | +5.7% | -36.6% | -32.6% |
| 3M | -11.6% | -2.8% | -8.8% | -11.2% |
| 6M | -25.7% | +7.0% | -32.7% | -28.5% |
| YTD | +123.1% | +6.8% | +116.4% | +113.7% |
| 1Y | +43.4% | -0.5% | +43.9% | +40.0% |
| 3Y | +1,683.6% | +47.2% | +1,636.5% | +1,350.2% |
| 5Y | +465.4% | +2.3% | +463.2% | +428.2% |
| All | +675.5% | +58.5% | +617.0% | +985.6% |
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