+49.6%
O vs ES
+83.4%
-33.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.5% |
| 7D | -0.7% | +0.3% | -1.0% | -0.9% |
| 30D | -1.9% | -2.0% | +0.1% | -0.9% |
| 3M | +3.8% | +1.7% | +2.2% | +2.8% |
| 6M | -4.7% | -3.5% | -1.2% | -3.2% |
| YTD | +12.5% | +7.9% | +4.6% | +7.4% |
| 1Y | +10.8% | +17.2% | -6.3% | 0.0% |
| 3Y | +28.8% | +29.3% | -0.5% | +6.9% |
| 5Y | +13.2% | -5.7% | +18.9% | +12.1% |
| All | +49.6% | +83.4% | -33.8% | -11.5% |
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