+217.0%
W vs ES
+87.3%
+129.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.8% |
| 7D | +1.1% | +0.9% | +0.2% | +0.6% |
| 30D | +6.4% | +5.9% | +0.5% | +3.3% |
| 3M | +9.0% | -1.0% | +10.0% | +9.2% |
| 6M | +69.8% | +7.2% | +62.7% | +64.3% |
| YTD | +12.1% | +7.0% | +5.1% | +7.2% |
| 1Y | 0.0% | +0.5% | -0.4% | -2.2% |
| 3Y | +160.3% | +48.7% | +111.7% | +103.6% |
| 5Y | -53.3% | +1.9% | -55.2% | -55.6% |
| 10Y | +217.0% | +89.2% | +127.8% | +229.5% |
| All | +217.0% | +87.3% | +129.6% | +229.5% |
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