+863.5%
DE vs ES
+83.1%
+780.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | 0.0% |
| 7D | -3.0% | 0.0% | -3.0% | -3.0% |
| 30D | +11.1% | -1.0% | +12.2% | +11.4% |
| 3M | +17.6% | +1.5% | +16.1% | +16.8% |
| 6M | +13.6% | -3.5% | +17.1% | +14.6% |
| YTD | +46.3% | +7.0% | +39.3% | +42.7% |
| 1Y | +44.2% | +15.3% | +28.9% | +36.0% |
| 3Y | +76.6% | +30.2% | +46.4% | +57.2% |
| 5Y | +98.2% | -4.3% | +102.5% | +94.5% |
| 10Y | +863.5% | +87.5% | +776.0% | +799.4% |
| All | +863.5% | +83.1% | +780.4% | +799.4% |
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