+54.8%
EFA vs ES
-2.9%
+57.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.2% | -0.7% |
| 7D | +1.2% | +1.4% | -0.2% | +0.9% |
| 30D | -0.7% | -1.2% | +0.4% | -0.5% |
| 3M | +6.4% | +5.0% | +1.4% | +5.2% |
| 6M | +11.4% | -2.8% | +14.2% | +11.8% |
| YTD | +14.0% | +8.6% | +5.4% | +11.6% |
| 1Y | +20.2% | +18.9% | +1.3% | +14.7% |
| 3Y | +68.2% | +32.1% | +36.1% | +54.3% |
| 5Y | +54.8% | -5.1% | +59.9% | +52.9% |
| All | +54.8% | -2.9% | +57.7% | +52.9% |
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