+61.4%
T vs ES
+92.3%
-30.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.1% | +1.0% |
| 7D | +2.0% | +0.1% | +1.9% | +1.9% |
| 30D | -1.0% | +6.7% | -7.7% | -3.3% |
| 3M | -8.1% | +0.3% | -8.5% | -8.4% |
| 6M | -8.3% | +7.4% | -15.7% | -10.8% |
| YTD | -6.1% | +8.4% | -14.5% | -9.4% |
| 1Y | -7.4% | +0.6% | -8.0% | -8.5% |
| 3Y | +65.4% | +50.6% | +14.8% | +37.0% |
| 5Y | +57.6% | +4.8% | +52.8% | +49.5% |
| 10Y | +61.4% | +93.1% | -31.7% | +27.6% |
| All | +61.4% | +92.3% | -30.9% | +27.6% |
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