+498.8%
MAR vs ES
+98.2%
+400.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | +1.6% | +2.7% | -1.1% | +1.1% |
| 30D | +13.8% | +7.6% | +6.2% | +12.2% |
| 3M | +20.3% | +0.5% | +19.8% | +20.1% |
| 6M | +21.3% | +7.6% | +13.7% | +19.4% |
| YTD | +37.2% | +10.2% | +27.0% | +34.2% |
| 1Y | +48.4% | +1.8% | +46.6% | +47.1% |
| 3Y | +120.1% | +55.4% | +64.7% | +98.2% |
| 5Y | +182.1% | +7.3% | +174.8% | +172.3% |
| All | +498.8% | +98.2% | +400.6% | +468.5% |
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