-5.5%
M vs ES
+85.7%
-91.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.9% | -1.7% | -3.6% |
| 7D | -4.3% | +1.9% | -6.2% | -4.9% |
| 30D | +1.3% | +7.1% | -5.8% | -1.1% |
| 3M | -7.4% | -1.9% | -5.4% | -6.8% |
| 6M | +18.3% | +4.4% | +14.0% | +16.2% |
| YTD | +7.6% | +7.3% | +0.3% | +4.1% |
| 1Y | +17.4% | +2.1% | +15.3% | +15.1% |
| 3Y | +108.4% | +41.8% | +66.5% | +78.5% |
| 5Y | -10.6% | +1.4% | -12.1% | -15.8% |
| All | -5.5% | +85.7% | -91.2% | -4.6% |
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