+455.4%
V vs ES
+89.8%
+365.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +0.8% | +0.9% | -0.1% | +0.5% |
| 30D | +9.9% | +5.9% | +4.0% | +7.8% |
| 3M | +17.5% | -1.0% | +18.5% | +17.7% |
| 6M | +33.5% | +7.2% | +26.3% | +30.1% |
| YTD | +21.6% | +7.0% | +14.6% | +17.9% |
| 1Y | +27.6% | +0.5% | +27.1% | +25.8% |
| 3Y | +76.4% | +48.7% | +27.8% | +47.3% |
| 5Y | +103.8% | +1.9% | +101.9% | +94.8% |
| All | +455.4% | +89.8% | +365.6% | +354.3% |
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