+55.5%
T vs ES
+85.7%
-30.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | +0.2% |
| 7D | +1.0% | +1.9% | -0.9% | +0.3% |
| 30D | -10.6% | +7.1% | -17.7% | -12.8% |
| 3M | -7.7% | -1.9% | -5.8% | -7.2% |
| 6M | -13.3% | +4.4% | -17.7% | -14.8% |
| YTD | -8.8% | +7.3% | -16.1% | -11.6% |
| 1Y | -8.4% | +2.1% | -10.5% | -10.0% |
| 3Y | +59.6% | +41.8% | +17.8% | +35.4% |
| 5Y | +52.1% | +1.4% | +50.6% | +46.1% |
| All | +55.5% | +85.7% | -30.2% | +27.1% |
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