-14.0%
Z vs ES
+91.2%
-105.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +2.1% | -12.7% | -11.3% |
| 7D | -2.3% | +5.9% | -8.2% | -4.1% |
| 30D | +9.4% | +10.2% | -0.9% | +6.0% |
| 3M | -16.1% | +0.4% | -16.5% | -16.3% |
| 6M | -30.4% | +6.9% | -37.3% | -32.0% |
| YTD | -55.6% | +10.5% | -66.1% | -57.3% |
| 1Y | -58.5% | +3.2% | -61.7% | -59.4% |
| 3Y | -19.6% | +49.0% | -68.7% | -31.5% |
| 5Y | -54.1% | +4.5% | -58.6% | -56.6% |
| All | -14.0% | +91.2% | -105.2% | -13.8% |
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