+634.6%
XYZ vs ES
+87.3%
+547.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.4% |
| 7D | +12.6% | +0.9% | +11.8% | +12.2% |
| 30D | +10.8% | +5.9% | +4.9% | +8.2% |
| 3M | +8.4% | -1.0% | +9.4% | +8.6% |
| 6M | +14.3% | +7.2% | +7.2% | +10.5% |
| YTD | +31.5% | +7.0% | +24.5% | +26.3% |
| 1Y | +28.1% | +0.5% | +27.7% | +25.2% |
| 3Y | +66.2% | +48.7% | +17.5% | +30.0% |
| 5Y | -62.3% | +1.9% | -64.3% | -64.4% |
| 10Y | +634.6% | +89.2% | +545.4% | +543.8% |
| All | +634.6% | +87.3% | +547.3% | +543.8% |
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