+272.5%
RF vs ES
+85.7%
+186.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.6% |
| 7D | -0.9% | +1.9% | -2.8% | -1.6% |
| 30D | +6.0% | +7.1% | -1.0% | +3.5% |
| 3M | -8.9% | -1.9% | -7.0% | -8.4% |
| 6M | +2.3% | +4.4% | -2.0% | +0.5% |
| YTD | +7.6% | +7.3% | +0.2% | +4.1% |
| 1Y | +21.2% | +2.1% | +19.0% | +18.7% |
| 3Y | +108.5% | +41.8% | +66.7% | +77.5% |
| 5Y | +43.2% | +1.4% | +41.8% | +36.3% |
| All | +272.5% | +85.7% | +186.8% | +335.9% |
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