+87.5%
ES vs BR
+185.2%
-97.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | 0.0% | -5.0% | +5.0% | +1.8% |
| 30D | -1.0% | -2.5% | +1.4% | -0.3% |
| 3M | +1.5% | +13.5% | -12.0% | -3.6% |
| 6M | -3.5% | -9.4% | +5.9% | -0.8% |
| YTD | +7.0% | -23.3% | +30.3% | +16.8% |
| 1Y | +15.3% | -31.6% | +46.9% | +31.7% |
| 3Y | +30.2% | -5.1% | +35.3% | +28.7% |
| 5Y | -4.3% | +8.2% | -12.5% | -12.1% |
| 10Y | +87.5% | +189.8% | -102.4% | +13.9% |
| All | +87.5% | +185.2% | -97.7% | +13.9% |
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