-4.3%
M vs ES
+87.3%
-91.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +5.0% | +0.9% | +4.2% | +4.7% |
| 30D | +10.6% | +5.9% | +4.7% | +8.4% |
| 3M | +1.6% | -1.0% | +2.6% | +1.8% |
| 6M | +30.8% | +7.2% | +23.7% | +27.3% |
| YTD | +16.9% | +7.0% | +9.9% | +13.2% |
| 1Y | +26.3% | +0.5% | +25.8% | +24.5% |
| 3Y | +158.6% | +48.7% | +110.0% | +117.5% |
| 5Y | +2.1% | +1.9% | +0.2% | -4.0% |
| 10Y | -4.3% | +89.2% | -93.5% | -5.7% |
| All | -4.3% | +87.3% | -91.7% | -5.7% |
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