-24.8%
U vs ES
+7.4%
-32.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +32.3% | -0.1% | +32.4% | +32.4% |
| 30D | +9.7% | +5.7% | +4.0% | +8.2% |
| 3M | +19.6% | -2.8% | +22.4% | +20.3% |
| 6M | +82.6% | +7.0% | +75.7% | +79.1% |
| YTD | +16.4% | +6.8% | +9.7% | +13.3% |
| 1Y | +28.5% | -0.5% | +28.9% | +26.7% |
| 3Y | +103.8% | +47.2% | +56.6% | +69.9% |
| 5Y | -70.0% | +2.3% | -72.3% | -71.0% |
| All | -24.8% | +7.4% | -32.1% | -24.6% |
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