-22.7%
U vs ES
+10.8%
-33.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.8% | +4.4% | +5.1% |
| 7D | +2.6% | +2.7% | -0.1% | +1.9% |
| 30D | +27.6% | +7.6% | +20.0% | +25.4% |
| 3M | +15.3% | +0.5% | +14.8% | +15.1% |
| 6M | +96.4% | +7.6% | +88.8% | +92.5% |
| YTD | +19.6% | +10.2% | +9.3% | +15.5% |
| 1Y | +42.1% | +1.8% | +40.3% | +39.7% |
| 3Y | +87.5% | +55.4% | +32.2% | +54.0% |
| 5Y | -73.1% | +7.3% | -80.5% | -74.2% |
| All | -22.7% | +10.8% | -33.6% | -23.1% |
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