+125.4%
EFV vs ESTC
+31.2%
+94.2%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | +0.3% |
| 7D | +1.5% | -8.1% | +9.6% | +2.3% |
| 30D | +1.7% | +31.7% | -29.9% | -1.3% |
| 3M | +8.6% | +41.1% | -32.4% | +4.5% |
| 6M | +11.7% | +77.1% | -65.4% | +4.5% |
| YTD | +19.3% | +21.7% | -2.4% | +15.6% |
| 1Y | +30.2% | +8.4% | +21.8% | +27.2% |
| 3Y | +91.6% | +23.6% | +68.0% | +77.3% |
| 5Y | +96.4% | -46.5% | +142.9% | +93.6% |
| All | +125.4% | +31.2% | +94.2% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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