+34.5%
D vs ES
+84.4%
-49.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | 0.0% |
| 7D | +1.5% | +0.3% | +1.2% | +1.2% |
| 30D | -2.6% | -2.0% | -0.6% | -1.2% |
| 3M | 0.0% | +1.7% | -1.7% | -1.5% |
| 6M | +7.4% | -3.5% | +10.9% | +9.8% |
| YTD | +15.9% | +7.9% | +8.0% | +8.8% |
| 1Y | +18.1% | +17.2% | +1.0% | +2.5% |
| 3Y | +58.4% | +29.3% | +29.1% | +24.8% |
| 5Y | +5.2% | -5.7% | +11.0% | +5.8% |
| All | +34.5% | +84.4% | -49.9% | -21.6% |
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