+54.1%
T vs ES
+82.6%
-28.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +1.7% | -0.1% | +1.8% | +1.7% |
| 30D | -1.7% | +5.7% | -7.4% | -3.7% |
| 3M | -7.3% | -2.8% | -4.5% | -6.5% |
| 6M | -11.2% | +7.0% | -18.2% | -13.5% |
| YTD | -8.1% | +6.8% | -14.8% | -10.8% |
| 1Y | -8.0% | -0.5% | -7.6% | -8.8% |
| 3Y | +62.1% | +47.2% | +15.0% | +35.4% |
| 5Y | +55.7% | +2.3% | +53.4% | +49.0% |
| 10Y | +54.1% | +85.6% | -31.5% | +22.5% |
| All | +54.1% | +82.6% | -28.5% | +22.5% |
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