+41.6%
D vs ES
+85.7%
-44.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | +0.6% |
| 7D | +3.0% | +1.9% | +1.1% | +1.6% |
| 30D | +11.5% | +7.1% | +4.4% | +6.0% |
| 3M | +3.7% | -1.9% | +5.7% | +5.1% |
| 6M | +13.5% | +4.4% | +9.2% | +9.7% |
| YTD | +20.7% | +7.3% | +13.4% | +13.8% |
| 1Y | +18.2% | +2.1% | +16.1% | +14.5% |
| 3Y | +73.3% | +41.8% | +31.5% | +27.0% |
| 5Y | +12.3% | +1.4% | +10.8% | +6.5% |
| All | +41.6% | +85.7% | -44.1% | -16.9% |
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