+537.5%
MAR vs ES
+87.3%
+450.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.6% |
| 7D | +2.9% | +0.9% | +2.0% | +2.7% |
| 30D | +17.0% | +5.9% | +11.1% | +15.7% |
| 3M | +23.2% | -1.0% | +24.2% | +23.3% |
| 6M | +21.7% | +7.2% | +14.6% | +19.9% |
| YTD | +38.9% | +7.0% | +31.9% | +36.6% |
| 1Y | +48.7% | +0.5% | +48.2% | +47.6% |
| 3Y | +122.9% | +48.7% | +74.2% | +102.4% |
| 5Y | +177.5% | +1.9% | +175.5% | +170.6% |
| 10Y | +537.5% | +89.2% | +448.4% | +517.2% |
| All | +537.5% | +87.3% | +450.2% | +517.2% |
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