+678.2%
GOOG vs ES
+92.3%
+585.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +1.7% |
| 7D | +1.2% | +0.1% | +1.0% | +1.1% |
| 30D | -16.7% | +6.7% | -23.4% | -17.9% |
| 3M | -15.2% | +0.3% | -15.6% | -15.4% |
| 6M | -24.8% | +7.4% | -32.2% | -26.2% |
| YTD | -7.2% | +8.4% | -15.6% | -9.3% |
| 1Y | -0.1% | +0.6% | -0.8% | -1.1% |
| 3Y | +118.8% | +50.6% | +68.2% | +90.7% |
| 5Y | +99.9% | +4.8% | +95.1% | +93.2% |
| 10Y | +678.2% | +93.1% | +585.1% | +557.1% |
| All | +678.2% | +92.3% | +585.9% | +557.1% |
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