+366.2%
EFA vs ES
+749.9%
-383.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | +0.4% |
| 7D | -1.4% | +1.9% | -3.3% | -2.2% |
| 30D | -1.2% | +7.1% | -8.2% | -4.1% |
| 3M | -5.1% | -1.9% | -3.2% | -4.6% |
| 6M | -1.2% | +4.4% | -5.6% | -3.6% |
| YTD | +7.8% | +7.3% | +0.5% | +3.6% |
| 1Y | +12.2% | +2.1% | +10.0% | +9.4% |
| 3Y | +61.5% | +41.8% | +19.7% | +32.8% |
| 5Y | +45.8% | +1.4% | +44.3% | +36.6% |
| 10Y | +141.8% | +86.8% | +55.1% | +53.9% |
| All | +366.2% | +749.9% | -383.8% | +31.4% |
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