+1,006.2%
TER vs ES
+87.3%
+918.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -8.9% | +0.9% | -9.7% | -9.2% |
| 30D | -39.1% | +5.9% | -45.0% | -40.1% |
| 3M | -32.8% | -1.0% | -31.7% | -32.9% |
| 6M | -31.7% | +7.2% | -38.9% | -33.8% |
| YTD | +26.9% | +7.0% | +20.0% | +22.9% |
| 1Y | +33.6% | +0.5% | +33.1% | +31.0% |
| 3Y | +181.5% | +48.7% | +132.9% | +137.7% |
| 5Y | +76.1% | +1.9% | +74.2% | +68.5% |
| 10Y | +1,006.2% | +89.2% | +917.0% | +924.9% |
| All | +1,006.2% | +87.3% | +918.9% | +924.9% |
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