+69.7%
DD vs ES
+83.4%
-13.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.6% |
| 7D | -3.5% | +0.3% | -3.8% | -3.6% |
| 30D | -10.3% | -2.0% | -8.4% | -9.7% |
| 3M | -7.5% | +1.7% | -9.2% | -8.3% |
| 6M | -8.0% | -3.5% | -4.5% | -7.2% |
| YTD | +10.5% | +7.9% | +2.6% | +6.7% |
| 1Y | +38.3% | +17.2% | +21.1% | +28.6% |
| 3Y | +42.5% | +29.3% | +13.2% | +25.6% |
| 5Y | +60.2% | -5.7% | +65.9% | +58.0% |
| All | +69.7% | +83.4% | -13.7% | +51.9% |
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