+707.7%
BE vs ES
+62.3%
+645.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -3.9% |
| 7D | +20.5% | -1.1% | +21.6% | +20.9% |
| 30D | -23.4% | +8.2% | -31.6% | -25.8% |
| 3M | -14.9% | +0.6% | -15.5% | -15.4% |
| 6M | -28.1% | +6.0% | -34.0% | -30.4% |
| YTD | +132.4% | +9.3% | +123.1% | +121.0% |
| 1Y | +59.4% | +1.1% | +58.2% | +55.0% |
| 3Y | +1,815.8% | +51.9% | +1,763.9% | +1,441.3% |
| 5Y | +491.3% | +6.5% | +484.9% | +446.1% |
| All | +707.7% | +62.3% | +645.4% | +1,022.4% |
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