+886.2%
TER vs ES
+85.7%
+800.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.9% | +5.5% | +3.2% |
| 7D | -20.5% | +1.9% | -22.3% | -21.0% |
| 30D | -47.0% | +7.1% | -54.1% | -48.1% |
| 3M | -43.3% | -1.9% | -41.3% | -43.2% |
| 6M | -42.9% | +4.4% | -47.3% | -44.2% |
| YTD | +12.9% | +7.3% | +5.6% | +9.2% |
| 1Y | +18.2% | +2.1% | +16.0% | +15.3% |
| 3Y | +151.8% | +41.8% | +109.9% | +116.4% |
| 5Y | +54.2% | +1.4% | +52.8% | +47.8% |
| All | +886.2% | +85.7% | +800.5% | +819.9% |
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