+474.7%
NDAQ vs ES
+85.7%
+388.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +1.5% |
| 7D | +0.8% | +1.9% | -1.0% | 0.0% |
| 30D | +16.5% | +7.1% | +9.5% | +13.2% |
| 3M | +13.5% | -1.9% | +15.4% | +14.3% |
| 6M | +20.9% | +4.4% | +16.6% | +18.3% |
| YTD | +11.4% | +7.3% | +4.1% | +6.8% |
| 1Y | +25.9% | +2.1% | +23.8% | +22.6% |
| 3Y | +119.9% | +41.8% | +78.0% | +77.5% |
| 5Y | +61.7% | +1.4% | +60.3% | +53.1% |
| All | +474.7% | +85.7% | +388.9% | +381.3% |
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