+378.9%
EFA vs ES
+758.5%
-379.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.3% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | +1.6% | +6.7% | -5.2% | -1.3% |
| 3M | -3.2% | +0.3% | -3.5% | -3.6% |
| 6M | +2.5% | +7.4% | -4.9% | -1.2% |
| YTD | +10.7% | +8.4% | +2.3% | +6.0% |
| 1Y | +12.8% | +0.6% | +12.1% | +10.7% |
| 3Y | +66.4% | +50.6% | +15.8% | +33.2% |
| 5Y | +51.4% | +4.8% | +46.5% | +39.8% |
| 10Y | +146.3% | +93.1% | +53.2% | +54.2% |
| All | +378.9% | +758.5% | -379.6% | +34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling