+1,077.0%
TER vs ES
+92.3%
+984.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.3% | +7.0% | +8.0% |
| 7D | +5.9% | +0.1% | +5.8% | +5.7% |
| 30D | -30.8% | +6.7% | -37.5% | -32.1% |
| 3M | -29.9% | +0.3% | -30.3% | -30.3% |
| 6M | -27.5% | +7.4% | -34.9% | -29.6% |
| YTD | +37.5% | +8.4% | +29.1% | +32.7% |
| 1Y | +50.3% | +0.6% | +49.6% | +47.4% |
| 3Y | +204.9% | +50.6% | +154.3% | +156.7% |
| 5Y | +89.2% | +4.8% | +84.3% | +79.5% |
| 10Y | +1,077.0% | +93.1% | +983.9% | +979.3% |
| All | +1,077.0% | +92.3% | +984.6% | +979.3% |
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