+3,459.3%
FIX vs ES
+91.2%
+3,368.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +2.1% | -13.7% | -12.2% |
| 7D | -27.2% | +5.9% | -33.2% | -28.8% |
| 30D | -46.9% | +10.2% | -57.1% | -48.8% |
| 3M | -44.4% | +0.4% | -44.8% | -44.8% |
| 6M | -50.9% | +6.9% | -57.8% | -52.6% |
| YTD | +3.5% | +10.5% | -7.0% | -1.4% |
| 1Y | -2.1% | +3.2% | -5.3% | -5.0% |
| 3Y | +418.7% | +49.0% | +369.7% | +317.1% |
| 5Y | +894.6% | +4.5% | +890.1% | +833.5% |
| All | +3,459.3% | +91.2% | +3,368.1% | +3,001.3% |
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