+415.4%
MAR vs ES
+85.1%
+330.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.4% |
| 7D | -1.7% | +1.4% | -3.1% | -2.0% |
| 30D | -6.9% | -1.2% | -5.7% | -6.7% |
| 3M | -15.8% | +5.0% | -20.8% | -16.7% |
| 6M | +1.9% | -2.8% | +4.8% | +2.3% |
| YTD | +6.6% | +8.6% | -2.0% | +4.7% |
| 1Y | +23.7% | +18.9% | +4.7% | +18.7% |
| 3Y | +64.6% | +32.1% | +32.5% | +52.9% |
| 5Y | +156.4% | -5.1% | +161.4% | +153.7% |
| 10Y | +415.4% | +84.2% | +331.2% | +370.1% |
| All | +415.4% | +85.1% | +330.2% | +370.1% |
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