+95.6%
F vs ES
+84.4%
+11.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.0% | +1.7% |
| 7D | +5.3% | +0.3% | +5.0% | +5.2% |
| 30D | +4.6% | -2.0% | +6.5% | +5.2% |
| 3M | -3.7% | +1.7% | -5.3% | -4.6% |
| 6M | +16.8% | -3.5% | +20.4% | +17.7% |
| YTD | +15.3% | +7.9% | +7.4% | +11.3% |
| 1Y | +31.0% | +17.2% | +13.8% | +21.8% |
| 3Y | +45.4% | +29.3% | +16.1% | +27.7% |
| 5Y | +54.7% | -5.7% | +60.4% | +52.3% |
| All | +95.6% | +84.4% | +11.2% | +77.6% |
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