+69.1%
EFX vs ES
+82.6%
-13.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | -2.2% | -0.1% | -2.1% | -2.1% |
| 30D | +29.2% | +5.7% | +23.5% | +26.2% |
| 3M | +3.5% | -2.8% | +6.3% | +4.8% |
| 6M | +7.8% | +7.0% | +0.8% | +4.8% |
| YTD | -12.4% | +6.8% | -19.2% | -15.2% |
| 1Y | -8.2% | -0.5% | -7.8% | -9.0% |
| 3Y | +4.7% | +47.2% | -42.5% | -14.9% |
| 5Y | -32.0% | +2.3% | -34.3% | -35.1% |
| 10Y | +69.1% | +85.6% | -16.6% | +31.1% |
| All | +69.1% | +82.6% | -13.5% | +31.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling