+45.8%
EFA vs ES
+1.4%
+44.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.2% |
| 7D | -1.4% | +1.9% | -3.3% | -1.8% |
| 30D | -1.2% | +7.1% | -8.2% | -2.6% |
| 3M | -5.1% | -1.9% | -3.2% | -4.8% |
| 6M | -1.2% | +4.4% | -5.6% | -2.4% |
| YTD | +7.8% | +7.3% | +0.5% | +5.7% |
| 1Y | +12.2% | +2.1% | +10.0% | +10.8% |
| 3Y | +61.5% | +41.8% | +19.7% | +44.8% |
| All | +45.8% | +1.4% | +44.3% | +44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling