+599.6%
XYZ vs ES
+84.4%
+515.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -1.0% | +0.3% | -1.3% | -1.1% |
| 30D | -1.7% | -2.0% | +0.2% | -1.0% |
| 3M | +16.7% | +1.7% | +15.1% | +15.7% |
| 6M | +26.9% | -3.5% | +30.4% | +28.0% |
| YTD | +27.1% | +7.9% | +19.2% | +21.9% |
| 1Y | +9.3% | +17.2% | -7.9% | -0.7% |
| 3Y | +42.3% | +29.3% | +13.0% | +19.6% |
| 5Y | -69.3% | -5.7% | -63.6% | -69.9% |
| All | +599.6% | +84.4% | +515.2% | +475.2% |
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