+772.7%
GOOG vs ES
+83.1%
+689.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.8% |
| 7D | -1.6% | 0.0% | -1.6% | -1.5% |
| 30D | -7.7% | -1.0% | -6.6% | -7.5% |
| 3M | -9.3% | +1.5% | -10.8% | -9.8% |
| 6M | +7.4% | -3.5% | +10.9% | +7.9% |
| YTD | +4.9% | +7.0% | -2.1% | +2.9% |
| 1Y | +37.2% | +15.3% | +21.9% | +31.5% |
| 3Y | +141.6% | +30.2% | +111.4% | +119.4% |
| 5Y | +128.8% | -4.3% | +133.0% | +127.0% |
| 10Y | +772.7% | +87.5% | +685.3% | +632.9% |
| All | +772.7% | +83.1% | +689.6% | +632.9% |
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