+571.7%
QQQ vs ES
+83.1%
+488.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.1% |
| 7D | +1.0% | 0.0% | +1.0% | +1.0% |
| 30D | -0.6% | -1.0% | +0.4% | -0.4% |
| 3M | +1.3% | +1.5% | -0.2% | +0.7% |
| 6M | +18.1% | -3.5% | +21.6% | +18.7% |
| YTD | +16.9% | +7.0% | +9.9% | +14.0% |
| 1Y | +24.0% | +15.3% | +8.7% | +17.7% |
| 3Y | +95.6% | +30.2% | +65.4% | +74.8% |
| 5Y | +94.5% | -4.3% | +98.8% | +92.1% |
| 10Y | +571.7% | +87.5% | +484.2% | +467.9% |
| All | +571.7% | +83.1% | +488.6% | +467.9% |
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