+99.5%
KEY vs ES
+92.3%
+7.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.9% | 0.0% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | +6.7% | +6.7% | 0.0% | +4.1% |
| 3M | -4.6% | +0.3% | -4.9% | -4.9% |
| 6M | +2.6% | +7.4% | -4.8% | -0.4% |
| YTD | +7.0% | +8.4% | -1.4% | +2.8% |
| 1Y | +23.5% | +0.6% | +22.8% | +21.4% |
| 3Y | +126.4% | +50.6% | +75.8% | +84.5% |
| 5Y | +13.0% | +4.8% | +8.2% | +5.6% |
| 10Y | +99.5% | +93.1% | +6.4% | +117.2% |
| All | +99.5% | +92.3% | +7.2% | +117.2% |
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