+78.2%
O vs ES
+82.6%
-4.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +3.3% | -0.1% | +3.4% | +3.4% |
| 30D | +10.3% | +5.7% | +4.6% | +7.1% |
| 3M | -3.5% | -2.8% | -0.7% | -2.2% |
| 6M | -1.3% | +7.0% | -8.2% | -5.0% |
| YTD | +10.3% | +6.8% | +3.6% | +5.9% |
| 1Y | +10.4% | -0.5% | +10.9% | +9.2% |
| 3Y | +40.0% | +47.2% | -7.2% | +8.4% |
| 5Y | +12.4% | +2.3% | +10.1% | +5.7% |
| 10Y | +78.2% | +85.6% | -7.4% | +12.6% |
| All | +78.2% | +82.6% | -4.4% | +12.6% |
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