+599.5%
XYZ vs ES
+85.7%
+513.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +2.9% |
| 7D | +12.1% | +1.9% | +10.3% | +11.3% |
| 30D | +12.4% | +7.1% | +5.3% | +9.2% |
| 3M | +8.2% | -1.9% | +10.1% | +8.8% |
| 6M | +20.7% | +4.4% | +16.3% | +17.9% |
| YTD | +31.3% | +7.3% | +24.0% | +26.0% |
| 1Y | +20.5% | +2.1% | +18.4% | +16.7% |
| 3Y | +72.6% | +41.8% | +30.8% | +38.3% |
| 5Y | -64.0% | +1.4% | -65.4% | -65.9% |
| All | +599.5% | +85.7% | +513.8% | +477.7% |
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