-31.4%
EFX vs ES
+17.8%
-49.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.2% |
| 7D | -7.8% | +1.4% | -9.2% | -8.1% |
| 30D | -5.7% | -1.2% | -4.6% | -5.5% |
| 3M | +2.5% | +5.0% | -2.5% | +2.4% |
| 6M | -16.7% | -2.8% | -13.9% | -16.5% |
| YTD | -20.2% | +8.6% | -28.8% | -20.3% |
| 1Y | -31.4% | +18.9% | -50.3% | -32.5% |
| All | -31.4% | +17.8% | -49.2% | -32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling