+144.4%
EFA vs ES
+83.1%
+61.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.7% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | -1.3% | -1.0% | -0.3% | -1.1% |
| 3M | +5.2% | +1.5% | +3.7% | +4.6% |
| 6M | +9.4% | -3.5% | +12.8% | +10.0% |
| YTD | +12.7% | +7.0% | +5.7% | +10.3% |
| 1Y | +19.3% | +15.3% | +4.0% | +13.7% |
| 3Y | +66.3% | +30.2% | +36.1% | +50.8% |
| 5Y | +53.4% | -4.3% | +57.6% | +51.0% |
| 10Y | +144.4% | +87.5% | +57.0% | +112.5% |
| All | +144.4% | +83.1% | +61.3% | +112.5% |
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