+652.6%
P vs ES
+87.3%
+565.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -13.3% | +0.9% | -14.2% | -13.5% |
| 30D | -34.0% | +5.9% | -39.9% | -34.8% |
| 3M | +4.1% | -1.0% | +5.1% | +4.0% |
| 6M | +30.5% | +7.2% | +23.3% | +27.9% |
| YTD | +52.2% | +7.0% | +45.2% | +48.8% |
| 1Y | +10.3% | +0.5% | +9.8% | +9.0% |
| 3Y | +180.9% | +48.7% | +132.2% | +147.5% |
| 5Y | +259.7% | +1.9% | +257.8% | +248.8% |
| 10Y | +652.6% | +89.2% | +563.5% | +555.4% |
| All | +652.6% | +87.3% | +565.3% | +555.4% |
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