+93.1%
ES vs BR
+280.7%
-187.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +0.1% | +1.9% | -1.8% | -0.5% |
| 30D | +6.7% | +15.9% | -9.2% | +1.3% |
| 3M | +0.3% | +13.7% | -13.3% | -4.3% |
| 6M | +7.4% | +31.0% | -23.6% | -3.3% |
| YTD | +8.4% | -12.0% | +20.4% | +12.6% |
| 1Y | +0.6% | -11.5% | +12.1% | +4.2% |
| 3Y | +50.6% | +14.9% | +35.7% | +38.7% |
| 5Y | +4.8% | +20.1% | -15.3% | -6.8% |
| 10Y | +93.1% | +278.9% | -185.8% | +12.4% |
| All | +93.1% | +280.7% | -187.6% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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