+43.8%
D vs ES
+82.6%
-38.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | +0.8% | -0.1% | +0.9% | +0.8% |
| 30D | +10.7% | +5.7% | +5.0% | +6.3% |
| 3M | +2.3% | -2.8% | +5.1% | +4.3% |
| 6M | +12.5% | +7.0% | +5.5% | +6.8% |
| YTD | +20.1% | +6.8% | +13.3% | +13.6% |
| 1Y | +15.6% | -0.5% | +16.0% | +14.1% |
| 3Y | +75.2% | +47.2% | +28.0% | +24.6% |
| 5Y | +14.6% | +2.3% | +12.3% | +8.0% |
| 10Y | +43.8% | +85.6% | -41.9% | -16.5% |
| All | +43.8% | +82.6% | -38.8% | -16.5% |
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